-20.0%
RKT vs SPG
+421.7%
-441.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -5.2% |
| 7D | +4.6% | +5.6% | -0.9% | +1.7% |
| 30D | +25.9% | +17.6% | +8.3% | +15.9% |
| 3M | +5.0% | +7.5% | -2.4% | +1.4% |
| 6M | -7.9% | +18.5% | -26.4% | -15.2% |
| YTD | -25.4% | +30.9% | -56.3% | -34.5% |
| 1Y | -15.4% | +34.1% | -49.5% | -26.6% |
| 3Y | +83.3% | +135.5% | -52.2% | +23.4% |
| 5Y | -0.8% | +86.5% | -87.3% | -32.6% |
| All | -20.0% | +421.7% | -441.7% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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