-22.2%
RKT vs SM
+1,249.5%
-1,271.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -1.0% |
| 7D | +2.1% | +0.1% | +2.0% | +2.1% |
| 30D | +1.4% | +26.3% | -24.9% | +0.6% |
| 3M | +6.3% | +8.7% | -2.4% | +5.9% |
| 6M | -15.5% | +51.7% | -67.1% | -17.9% |
| YTD | -27.4% | +99.0% | -126.4% | -31.0% |
| 1Y | -26.6% | +34.6% | -61.2% | -28.3% |
| 3Y | +41.2% | -7.8% | +49.0% | +39.5% |
| 5Y | -6.4% | +104.8% | -111.2% | -7.3% |
| All | -22.2% | +1,249.5% | -1,271.7% | -31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling