-9.7%
RKT vs SNPS
+16.9%
-26.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.8% |
| 7D | -1.0% | -5.5% | +4.5% | +0.8% |
| 30D | -2.4% | -4.5% | +2.1% | -1.3% |
| 3M | +1.9% | -15.5% | +17.4% | +6.7% |
| 6M | -13.9% | -10.1% | -3.8% | -12.0% |
| YTD | -30.6% | -16.3% | -14.3% | -27.9% |
| 1Y | -34.4% | -34.9% | +0.6% | -29.3% |
| 3Y | +38.2% | -14.4% | +52.5% | +18.6% |
| 5Y | -9.7% | +17.9% | -27.5% | -42.0% |
| All | -9.7% | +16.9% | -26.6% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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