-16.0%
RKT vs SIMO
+385.2%
-401.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.8% | +0.6% |
| 7D | +10.3% | -8.2% | +18.5% | +10.6% |
| 30D | +32.3% | -34.6% | +66.9% | +35.2% |
| 3M | +10.7% | -32.6% | +43.3% | +12.2% |
| 6M | -3.2% | -31.8% | +28.6% | -3.2% |
| YTD | -21.5% | +87.6% | -109.2% | -32.4% |
| 1Y | -6.0% | +86.7% | -92.7% | -19.0% |
| 3Y | +104.2% | +227.4% | -123.2% | +57.9% |
| 5Y | +2.5% | +173.0% | -170.5% | -19.8% |
| All | -16.0% | +385.2% | -401.1% | -36.6% |
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