-10.4%
RKT vs SAN
+23.5%
-33.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +6.4% | +2.3% | +5.2% |
| 7D | +29.7% | +4.5% | +25.2% | +26.5% |
| 30D | +28.5% | -12.1% | +40.6% | +37.3% |
| 3M | +6.4% | -15.6% | +21.9% | +16.0% |
| 6M | +7.1% | +5.8% | +1.3% | +2.5% |
| YTD | -22.5% | +5.5% | -27.9% | -30.2% |
| 1Y | -10.4% | +23.6% | -34.0% | -30.2% |
| All | -10.4% | +23.5% | -33.9% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling