-5.4%
RKT vs SIMO
+170.3%
-175.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +0.3% |
| 7D | -9.0% | +4.1% | -13.1% | -9.2% |
| 30D | +30.2% | -24.0% | +54.2% | +31.5% |
| 3M | -8.8% | -31.8% | +22.9% | -7.7% |
| 6M | -0.9% | -36.9% | +35.9% | -0.2% |
| YTD | -29.2% | +84.8% | -114.0% | -40.2% |
| 1Y | -20.1% | +99.0% | -119.0% | -33.5% |
| 3Y | +81.3% | +217.9% | -136.6% | +34.3% |
| All | -5.4% | +170.3% | -175.7% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling