+2.5%
RKT vs SPG
+81.6%
-79.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | -0.9% |
| 7D | +10.3% | +5.1% | +5.2% | +5.7% |
| 30D | +32.3% | +16.8% | +15.5% | +15.8% |
| 3M | +10.7% | +5.7% | +5.1% | +5.8% |
| 6M | -3.2% | +17.8% | -21.0% | -15.6% |
| YTD | -21.5% | +30.1% | -51.6% | -37.2% |
| 1Y | -6.0% | +32.8% | -38.8% | -26.0% |
| 3Y | +104.2% | +137.2% | -33.0% | -7.5% |
| 5Y | +2.5% | +81.5% | -79.0% | -49.4% |
| All | +2.5% | +81.6% | -79.2% | -49.4% |
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 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