-7.2%
RKT vs SPG
+106.4%
-113.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -2.9% | -2.8% |
| 7D | +6.0% | 0.0% | +6.0% | +5.9% |
| 30D | +0.7% | -4.9% | +5.6% | +5.1% |
| 3M | +11.8% | +3.3% | +8.5% | +8.9% |
| 6M | -7.6% | +11.2% | -18.8% | -14.9% |
| YTD | -28.7% | +17.1% | -45.7% | -37.3% |
| 1Y | -32.6% | +21.6% | -54.2% | -42.5% |
| 3Y | +42.1% | +111.9% | -69.8% | -26.5% |
| 5Y | -7.2% | +106.9% | -114.1% | -54.5% |
| All | -7.2% | +106.4% | -113.5% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling