-25.7%
RKT vs SM
+1,306.5%
-1,332.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.3% | -2.8% |
| 7D | -1.0% | -0.2% | -0.7% | -1.0% |
| 30D | -2.4% | +20.3% | -22.7% | -3.0% |
| 3M | +1.9% | +22.9% | -21.0% | +1.0% |
| 6M | -13.9% | +47.8% | -61.7% | -16.0% |
| YTD | -30.6% | +107.5% | -138.1% | -34.1% |
| 1Y | -34.4% | +51.7% | -86.1% | -36.4% |
| 3Y | +38.2% | -0.9% | +39.0% | +36.0% |
| 5Y | -9.7% | +112.2% | -121.9% | -10.6% |
| All | -25.7% | +1,306.5% | -1,332.2% | -34.2% |
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