-20.1%
RKT vs SBAC
-31.5%
+11.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.3% |
| 7D | -3.8% | -2.8% | -1.0% | -2.3% |
| 30D | +32.8% | +3.1% | +29.7% | +30.4% |
| 3M | +0.8% | +5.1% | -4.3% | -2.5% |
| 6M | -2.6% | -11.4% | +8.8% | +2.9% |
| YTD | -25.4% | +0.2% | -25.6% | -28.3% |
| 1Y | -19.1% | -3.9% | -15.2% | -20.0% |
| 3Y | +83.2% | -7.7% | +90.8% | +84.4% |
| 5Y | +0.8% | -39.7% | +40.6% | +28.8% |
| All | -20.1% | -31.5% | +11.4% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling