+41.6%
RKT vs SFM
+107.8%
-66.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -1.3% |
| 7D | +2.1% | -0.1% | +2.2% | +2.1% |
| 30D | +1.4% | -4.4% | +5.8% | +1.6% |
| 3M | +6.3% | +1.5% | +4.8% | +5.9% |
| 6M | -15.5% | +6.5% | -21.9% | -16.4% |
| YTD | -27.4% | +2.2% | -29.5% | -27.8% |
| 1Y | -26.6% | -41.9% | +15.3% | -23.6% |
| All | +41.6% | +107.8% | -66.1% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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