-8.0%
RKT vs SITM
+170.3%
-178.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.2% | -2.5% |
| 7D | -1.0% | +3.7% | -4.7% | -1.6% |
| 30D | -2.4% | -14.5% | +12.1% | -0.2% |
| 3M | +1.9% | -10.6% | +12.5% | +1.7% |
| 6M | -13.9% | +65.5% | -79.4% | -24.6% |
| YTD | -30.6% | +67.0% | -97.6% | -40.3% |
| 1Y | -34.4% | +138.6% | -173.0% | -48.6% |
| 3Y | +38.2% | +421.8% | -383.6% | -19.7% |
| All | -8.0% | +170.3% | -178.4% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling