-25.7%
RKT vs SPG
+355.0%
-380.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.3% | -1.5% |
| 7D | -1.0% | -1.7% | +0.7% | -0.1% |
| 30D | -2.4% | -6.3% | +3.9% | +1.0% |
| 3M | +1.9% | -2.4% | +4.3% | +3.3% |
| 6M | -13.9% | +9.6% | -23.5% | -17.2% |
| YTD | -30.6% | +14.2% | -44.8% | -34.8% |
| 1Y | -34.4% | +19.3% | -53.7% | -39.5% |
| 3Y | +38.2% | +106.7% | -68.5% | -0.3% |
| 5Y | -9.7% | +104.2% | -113.9% | -35.3% |
| All | -25.7% | +355.0% | -380.7% | -51.4% |
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