+42.1%
RKT vs SBAC
-9.5%
+51.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | +6.0% | -0.1% | +6.0% | +6.0% |
| 30D | +0.7% | +3.2% | -2.6% | -1.0% |
| 3M | +11.8% | -5.1% | +16.9% | +14.1% |
| 6M | -7.6% | -2.1% | -5.5% | -8.2% |
| YTD | -28.7% | -0.5% | -28.2% | -30.3% |
| 1Y | -32.6% | +1.1% | -33.7% | -34.9% |
| 3Y | +42.1% | -7.4% | +49.5% | +48.1% |
| All | +42.1% | -9.5% | +51.6% | +48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling