-32.6%
RKT vs SO
+0.5%
-33.1%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.0% |
| 7D | +6.0% | +1.0% | +5.0% | +5.7% |
| 30D | +0.7% | -3.2% | +3.9% | +1.4% |
| 3M | +11.8% | -1.7% | +13.5% | +11.8% |
| 6M | -7.6% | -7.2% | -0.4% | -6.3% |
| YTD | -28.7% | +4.6% | -33.2% | -28.6% |
| 1Y | -32.6% | +1.2% | -33.8% | -32.3% |
| All | -32.6% | +0.5% | -33.1% | -32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling