-24.1%
RKT vs SM
+1,112.1%
-1,136.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -9.0% | +9.4% | -18.4% | -9.2% |
| 30D | +30.2% | -14.4% | +44.6% | +30.5% |
| 3M | -8.8% | +1.6% | -10.4% | -9.2% |
| 6M | -0.9% | +6.3% | -7.3% | -1.8% |
| YTD | -29.2% | +78.8% | -108.0% | -32.6% |
| 1Y | -20.1% | +83.1% | -103.2% | -24.1% |
| 3Y | +81.3% | -5.9% | +87.2% | +77.9% |
| 5Y | -6.6% | +4.8% | -11.4% | -8.7% |
| All | -24.1% | +1,112.1% | -1,136.3% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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