-7.2%
RKT vs SM
+111.2%
-118.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.6% | -5.4% | -2.1% |
| 7D | +6.0% | -0.2% | +6.1% | +6.0% |
| 30D | +0.7% | +31.5% | -30.9% | -1.7% |
| 3M | +11.8% | +17.3% | -5.5% | +9.8% |
| 6M | -7.6% | +48.5% | -56.1% | -13.2% |
| YTD | -28.7% | +106.3% | -134.9% | -36.8% |
| 1Y | -32.6% | +47.3% | -79.9% | -37.1% |
| 3Y | +42.1% | -1.4% | +43.5% | +37.3% |
| 5Y | -7.2% | +114.0% | -121.2% | -21.9% |
| All | -7.2% | +111.2% | -118.4% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling