-7.2%
RKT vs SBAC
-43.9%
+36.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.5% |
| 7D | +6.0% | -0.1% | +6.0% | +6.0% |
| 30D | +0.7% | +3.2% | -2.6% | -1.2% |
| 3M | +11.8% | -5.1% | +16.9% | +14.1% |
| 6M | -7.6% | -2.1% | -5.5% | -8.9% |
| YTD | -28.7% | -0.5% | -28.2% | -30.9% |
| 1Y | -32.6% | +1.1% | -33.7% | -35.4% |
| 3Y | +42.1% | -7.4% | +49.5% | +43.6% |
| 5Y | -7.2% | -44.3% | +37.2% | +17.4% |
| All | -7.2% | -43.9% | +36.8% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling