-7.2%
RKT vs S
-72.3%
+65.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.1% |
| 7D | +6.0% | -5.8% | +11.8% | +7.7% |
| 30D | +0.7% | -9.2% | +9.9% | +3.0% |
| 3M | +11.8% | +23.4% | -11.5% | +4.7% |
| 6M | -7.6% | +36.9% | -44.6% | -16.9% |
| YTD | -28.7% | +29.5% | -58.2% | -35.2% |
| 1Y | -32.6% | +5.4% | -38.0% | -35.3% |
| 3Y | +42.1% | +14.7% | +27.4% | +27.1% |
| 5Y | -7.2% | -71.5% | +64.4% | -0.9% |
| All | -7.2% | -72.3% | +65.2% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded S wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling