+2.5%
RKT vs SBAC
-40.7%
+43.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.6% |
| 7D | +10.3% | +3.0% | +7.3% | +8.5% |
| 30D | +32.3% | +4.3% | +28.0% | +28.8% |
| 3M | +10.7% | +4.1% | +6.6% | +7.5% |
| 6M | -3.2% | -11.6% | +8.4% | +2.9% |
| YTD | -21.5% | +0.4% | -21.9% | -24.8% |
| 1Y | -6.0% | -1.1% | -4.9% | -9.0% |
| 3Y | +104.2% | -7.3% | +111.5% | +104.4% |
| 5Y | +2.5% | -40.8% | +43.3% | +32.2% |
| All | +2.5% | -40.7% | +43.2% | +32.2% |
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