-7.2%
RKT vs SAN
+381.9%
-389.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | +6.0% | +3.3% | +2.6% | +4.6% |
| 30D | +0.7% | +1.1% | -0.4% | +0.2% |
| 3M | +11.8% | +22.2% | -10.4% | +2.5% |
| 6M | -7.6% | +36.0% | -43.6% | -18.6% |
| YTD | -28.7% | +28.2% | -56.9% | -36.3% |
| 1Y | -32.6% | +54.1% | -86.7% | -44.2% |
| 3Y | +42.1% | +354.2% | -312.1% | -26.6% |
| 5Y | -7.2% | +387.3% | -394.4% | -57.7% |
| All | -7.2% | +381.9% | -389.1% | -57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling