+19.5%
RKT vs SMR
-3.5%
+23.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | +2.1% | +4.4% | -2.3% | +1.7% |
| 30D | +1.4% | +3.4% | -2.0% | +1.1% |
| 3M | +6.3% | -19.2% | +25.4% | +7.6% |
| 6M | -15.5% | -22.6% | +7.2% | -14.6% |
| YTD | -27.4% | -31.5% | +4.2% | -26.1% |
| 1Y | -26.6% | -73.1% | +46.5% | -22.2% |
| 3Y | +41.2% | +55.0% | -13.7% | +3.2% |
| All | +19.5% | -3.5% | +23.0% | -10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling