+39.4%
RKT vs SMR
+81.4%
-42.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.6% | -2.5% |
| 7D | -1.0% | +13.1% | -14.0% | -2.0% |
| 30D | -2.4% | +17.8% | -20.2% | -3.7% |
| 3M | +1.9% | +8.1% | -6.2% | +0.9% |
| 6M | -13.9% | -11.1% | -2.8% | -14.0% |
| YTD | -30.6% | -23.7% | -6.9% | -30.2% |
| 1Y | -34.4% | -69.4% | +35.1% | -31.8% |
| All | +39.4% | +81.4% | -42.0% | -4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling