-15.5%
RKT vs SIMO
+112.6%
-128.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.7% | -9.8% | -0.8% |
| 7D | +2.1% | +4.2% | -2.1% | +2.3% |
| 30D | +1.4% | +4.1% | -2.6% | +1.8% |
| 3M | +6.3% | -12.9% | +19.1% | +6.8% |
| 6M | -15.5% | +110.3% | -125.8% | -19.1% |
| All | -15.5% | +112.6% | -128.1% | -19.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling