-25.7%
RKT vs SO
+109.7%
-135.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.0% | -2.4% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -2.4% | -2.5% | +0.1% | -1.2% |
| 3M | +1.9% | -4.2% | +6.1% | +3.8% |
| 6M | -13.9% | -7.7% | -6.2% | -10.8% |
| YTD | -30.6% | +3.8% | -34.4% | -32.3% |
| 1Y | -34.4% | +0.1% | -34.4% | -34.9% |
| 3Y | +38.2% | +44.2% | -6.0% | +10.0% |
| 5Y | -9.7% | +57.9% | -67.5% | -30.5% |
| All | -25.7% | +109.7% | -135.4% | -53.4% |
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