-27.1%
RKT vs SNY
+7.1%
-34.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -6.3% | -3.3% | -2.9% | -5.3% |
| 30D | -6.2% | -2.2% | -4.0% | -5.5% |
| 3M | -1.9% | -3.0% | +1.2% | -0.9% |
| 6M | -13.0% | +2.7% | -15.7% | -13.3% |
| YTD | -31.9% | -6.8% | -25.1% | -30.4% |
| 1Y | -37.6% | -5.3% | -32.3% | -36.4% |
| 3Y | +36.8% | -9.8% | +46.6% | +39.0% |
| 5Y | -9.7% | +9.7% | -19.4% | -13.4% |
| All | -27.1% | +7.1% | -34.2% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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