-24.1%
RKT vs SO
+122.2%
-146.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.6% |
| 7D | -9.0% | +1.4% | -10.3% | -9.5% |
| 30D | +30.2% | +4.7% | +25.5% | +27.4% |
| 3M | -8.8% | +1.7% | -10.5% | -9.6% |
| 6M | -0.9% | +2.2% | -3.1% | -2.2% |
| YTD | -29.2% | +10.0% | -39.2% | -32.8% |
| 1Y | -20.1% | +6.0% | -26.1% | -22.8% |
| 3Y | +81.3% | +54.1% | +27.2% | +39.3% |
| 5Y | -6.6% | +79.6% | -86.3% | -31.8% |
| All | -24.1% | +122.2% | -146.3% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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