+35.9%
RKT vs SN
+490.7%
-454.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | +2.1% | -9.3% | +11.4% | +5.1% |
| 30D | +1.4% | -4.8% | +6.2% | +2.9% |
| 3M | +6.3% | +40.4% | -34.1% | -3.8% |
| 6M | -15.5% | +50.9% | -66.4% | -25.0% |
| YTD | -27.4% | +54.9% | -82.3% | -36.2% |
| 1Y | -26.6% | +43.0% | -69.6% | -34.7% |
| 3Y | +41.2% | +391.8% | -350.6% | +3.8% |
| All | +35.9% | +490.7% | -454.7% | -0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling