-5.4%
RKT vs S
-71.1%
+65.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -9.0% | +2.0% | -10.9% | -9.5% |
| 30D | +30.2% | -2.7% | +32.9% | +30.2% |
| 3M | -8.8% | -6.9% | -2.0% | -8.7% |
| 6M | -0.9% | +38.1% | -39.0% | -12.0% |
| YTD | -29.2% | +48.0% | -77.2% | -39.1% |
| 1Y | -20.1% | +34.5% | -54.5% | -29.6% |
| 3Y | +81.3% | +38.3% | +43.0% | +50.9% |
| All | -5.4% | -71.1% | +65.8% | -2.0% |
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