-24.1%
RKT vs SIMO
+406.3%
-430.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.3% | -2.8% | -4.9% |
| 7D | -7.5% | +14.9% | -22.4% | -8.2% |
| 30D | +26.6% | -27.0% | +53.6% | +28.4% |
| 3M | -2.4% | -25.4% | +23.0% | -1.7% |
| 6M | -7.4% | -30.3% | +22.9% | -7.4% |
| YTD | -29.2% | +95.8% | -125.0% | -39.1% |
| 1Y | -23.5% | +100.0% | -123.6% | -34.5% |
| 3Y | +73.9% | +238.3% | -164.3% | +34.3% |
| 5Y | -6.6% | +187.6% | -194.2% | -27.2% |
| All | -24.1% | +406.3% | -430.5% | -42.9% |
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