+95.3%
RKT vs SM
-20.0%
+115.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.7% |
| 7D | +17.7% | -25.9% | +43.6% | +15.7% |
| 30D | +31.6% | -15.1% | +46.8% | +30.2% |
| 3M | +13.9% | +4.9% | +9.1% | +13.9% |
| 6M | +2.8% | +6.1% | -3.3% | +2.4% |
| YTD | -22.2% | +63.4% | -85.6% | -26.6% |
| 1Y | -3.5% | +72.5% | -76.0% | -9.7% |
| 3Y | +95.3% | -16.9% | +112.2% | +72.1% |
| All | +95.3% | -20.0% | +115.3% | +72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling