+1.7%
RKT vs SIMO
+154.7%
-153.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.2% | -2.5% | +1.4% |
| 7D | +17.7% | -22.0% | +39.7% | +19.0% |
| 30D | +31.6% | -43.0% | +74.7% | +35.7% |
| 3M | +13.9% | -39.1% | +53.1% | +16.2% |
| 6M | +2.8% | -33.3% | +36.1% | +2.6% |
| YTD | -22.2% | +77.0% | -99.2% | -34.1% |
| 1Y | -3.5% | +73.0% | -76.5% | -18.1% |
| 3Y | +95.3% | +215.7% | -120.4% | +44.2% |
| All | +1.7% | +154.7% | -153.0% | -25.2% |
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