-20.1%
RKT vs SFM
+102.2%
-122.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.5% | -0.5% |
| 7D | -3.8% | -7.1% | +3.3% | -2.9% |
| 30D | +32.8% | -21.4% | +54.2% | +36.3% |
| 3M | +0.8% | -40.1% | +40.9% | +7.1% |
| 6M | -2.6% | -38.0% | +35.4% | +2.4% |
| YTD | -25.4% | -36.5% | +11.1% | -22.3% |
| 1Y | -19.1% | -35.2% | +16.1% | -16.1% |
| 3Y | +83.2% | +23.5% | +59.7% | +54.0% |
| 5Y | +0.8% | +109.7% | -108.9% | -25.0% |
| All | -20.1% | +102.2% | -122.3% | -28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling