-22.2%
RKT vs SIMO
+620.4%
-642.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.7% | -9.8% | -1.8% |
| 7D | +2.1% | +4.2% | -2.1% | +1.7% |
| 30D | +1.4% | +4.1% | -2.6% | +0.8% |
| 3M | +6.3% | -12.9% | +19.1% | +6.5% |
| 6M | -15.5% | +110.3% | -125.8% | -24.4% |
| YTD | -27.4% | +178.6% | -206.0% | -38.4% |
| 1Y | -26.6% | +220.0% | -246.6% | -39.3% |
| 3Y | +41.2% | +409.0% | -367.8% | +6.7% |
| 5Y | -6.4% | +277.3% | -283.7% | -27.8% |
| All | -22.2% | +620.4% | -642.6% | -42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling