+95.3%
RKT vs SO
+45.4%
+49.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.1% |
| 7D | +17.7% | -1.5% | +19.1% | +18.4% |
| 30D | +31.6% | +8.1% | +23.6% | +27.3% |
| 3M | +13.9% | +0.2% | +13.7% | +13.7% |
| 6M | +2.8% | +0.4% | +2.4% | +2.2% |
| YTD | -22.2% | +8.5% | -30.7% | -25.4% |
| 1Y | -3.5% | +4.9% | -8.5% | -6.0% |
| 3Y | +95.3% | +47.9% | +47.4% | +24.5% |
| All | +95.3% | +45.4% | +49.8% | +24.5% |
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