-22.2%
RKT vs SAN
+721.5%
-743.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | +2.1% | +1.8% | +0.3% | +1.6% |
| 30D | +1.4% | +2.0% | -0.5% | +0.8% |
| 3M | +6.3% | +19.7% | -13.5% | +0.3% |
| 6M | -15.5% | +30.6% | -46.1% | -22.0% |
| YTD | -27.4% | +28.8% | -56.2% | -33.2% |
| 1Y | -26.6% | +57.8% | -84.3% | -36.3% |
| 3Y | +41.2% | +338.1% | -296.9% | -8.3% |
| 5Y | -6.4% | +384.2% | -390.6% | -43.7% |
| All | -22.2% | +721.5% | -743.7% | -54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling