-27.1%
RKT vs SITM
+935.1%
-962.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.6% | -1.0% |
| 7D | -6.3% | +3.9% | -10.1% | -6.9% |
| 30D | -6.2% | -6.6% | +0.4% | -5.5% |
| 3M | -1.9% | -11.9% | +10.0% | -1.8% |
| 6M | -13.0% | +81.1% | -94.1% | -24.3% |
| YTD | -31.9% | +80.0% | -111.9% | -41.6% |
| 1Y | -37.6% | +145.8% | -183.4% | -50.4% |
| 3Y | +36.8% | +475.9% | -439.1% | -17.2% |
| 5Y | -9.7% | +189.2% | -198.9% | -43.6% |
| All | -27.1% | +935.1% | -962.2% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling