+33.5%
RKT vs SN
+496.6%
-463.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.1% |
| 7D | +6.0% | +0.1% | +5.9% | +5.9% |
| 30D | +0.7% | -5.6% | +6.3% | +2.3% |
| 3M | +11.8% | +48.1% | -36.2% | -0.3% |
| 6M | -7.6% | +57.6% | -65.3% | -19.0% |
| YTD | -28.7% | +56.5% | -85.2% | -37.5% |
| 1Y | -32.6% | +52.6% | -85.1% | -40.8% |
| 3Y | +42.1% | +412.0% | -369.9% | +4.1% |
| All | +33.5% | +496.6% | -463.1% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling