+41.6%
RKT vs SO
+46.3%
-4.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | +2.1% | -0.2% | +2.3% | +2.2% |
| 30D | +1.4% | -4.6% | +6.0% | +3.6% |
| 3M | +6.3% | -3.0% | +9.3% | +7.4% |
| 6M | -15.5% | -8.3% | -7.2% | -12.3% |
| YTD | -27.4% | +3.5% | -30.9% | -29.1% |
| 1Y | -26.6% | -0.9% | -25.7% | -26.8% |
| All | +41.6% | +46.3% | -4.6% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling