-10.4%
RKT vs SMR
-87.0%
+76.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -4.5% | +13.2% | +9.6% |
| 7D | +29.7% | -9.5% | +39.3% | +31.9% |
| 30D | +28.5% | -33.2% | +61.7% | +38.5% |
| 3M | +6.4% | -45.9% | +52.3% | +18.4% |
| 6M | +7.1% | -57.9% | +65.0% | +23.9% |
| YTD | -22.5% | -63.8% | +41.3% | -8.1% |
| 1Y | -10.4% | -85.6% | +75.2% | +14.5% |
| All | -10.4% | -87.0% | +76.6% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 1y: compounded portfolio wealth divided by compounded SMR 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…
1y analysis · Full analysis span regression · 6 months rolling