+81.3%
RKT vs SN
+440.0%
-358.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -1.1% |
| 7D | -9.0% | +1.5% | -10.5% | -9.5% |
| 30D | +30.2% | +21.5% | +8.7% | +21.3% |
| 3M | -8.8% | +20.0% | -28.9% | -15.1% |
| 6M | -0.9% | +119.9% | -120.9% | -25.5% |
| YTD | -29.2% | +102.3% | -131.5% | -45.6% |
| 1Y | -20.1% | +148.0% | -168.0% | -42.2% |
| 3Y | +81.3% | +450.0% | -368.7% | -13.2% |
| All | +81.3% | +440.0% | -358.7% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling