-19.0%
RKT vs SPG
+33.4%
-52.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -5.6% |
| 7D | +4.6% | +5.6% | -0.9% | -1.5% |
| 30D | +25.9% | +17.6% | +8.3% | +6.0% |
| 3M | +5.0% | +7.5% | -2.4% | -3.0% |
| 6M | -7.9% | +18.5% | -26.4% | -23.0% |
| YTD | -25.4% | +30.9% | -56.3% | -40.1% |
| All | -19.0% | +33.4% | -52.5% | -36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling