-23.6%
RKT vs SITM
+875.3%
-898.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.4% | -1.4% |
| 7D | +6.0% | +8.4% | -2.4% | +4.6% |
| 30D | +0.7% | -17.4% | +18.1% | +3.4% |
| 3M | +11.8% | -9.8% | +21.7% | +11.5% |
| 6M | -7.6% | +83.0% | -90.6% | -19.8% |
| YTD | -28.7% | +69.6% | -98.3% | -38.2% |
| 1Y | -32.6% | +144.9% | -177.5% | -46.5% |
| 3Y | +42.1% | +429.9% | -387.8% | -12.7% |
| 5Y | -7.2% | +169.2% | -176.3% | -41.3% |
| All | -23.6% | +875.3% | -898.9% | -64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling