-19.1%
RKT vs SIMO
+97.3%
-116.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.7% | -8.7% | +0.4% |
| 7D | -3.8% | +0.9% | -4.7% | -3.7% |
| 30D | +32.8% | -25.4% | +58.2% | +31.4% |
| 3M | +0.8% | -17.8% | +18.6% | +0.2% |
| 6M | -2.6% | -29.6% | +26.9% | -3.1% |
| YTD | -25.4% | +100.3% | -125.7% | -32.7% |
| 1Y | -19.1% | +100.4% | -119.5% | -27.3% |
| All | -19.1% | +97.3% | -116.4% | -27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling