-23.6%
RKT vs SIMO
+664.9%
-688.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.2% | -7.9% | -2.3% |
| 7D | +6.0% | +14.6% | -8.6% | +4.8% |
| 30D | +0.7% | +6.2% | -5.6% | -0.1% |
| 3M | +11.8% | +3.6% | +8.3% | +10.3% |
| 6M | -7.6% | +130.8% | -138.4% | -18.2% |
| YTD | -28.7% | +195.8% | -224.4% | -39.8% |
| 1Y | -32.6% | +225.0% | -257.6% | -44.2% |
| 3Y | +42.1% | +452.3% | -410.2% | +6.5% |
| 5Y | -7.2% | +303.6% | -310.8% | -28.7% |
| All | -23.6% | +664.9% | -688.5% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling