+32.6%
RKT vs SN
+671.3%
-638.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.9% |
| 7D | -9.0% | +1.5% | -10.5% | -9.4% |
| 30D | +30.2% | +21.5% | +8.7% | +22.9% |
| 3M | -8.8% | +20.0% | -28.9% | -13.9% |
| 6M | -0.9% | +119.9% | -120.9% | -21.3% |
| YTD | -29.2% | +102.3% | -131.5% | -42.7% |
| 1Y | -20.1% | +148.0% | -168.0% | -38.3% |
| 3Y | +81.3% | +450.0% | -368.7% | +22.0% |
| All | +32.6% | +671.3% | -638.7% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling