-22.2%
RKT vs SPG
+361.0%
-383.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.6% |
| 7D | +2.1% | -2.4% | +4.5% | +3.4% |
| 30D | +1.4% | -6.8% | +8.3% | +5.3% |
| 3M | +6.3% | +2.7% | +3.6% | +5.0% |
| 6M | -15.5% | +5.5% | -20.9% | -17.2% |
| YTD | -27.4% | +15.7% | -43.1% | -32.2% |
| 1Y | -26.6% | +20.9% | -47.4% | -32.8% |
| 3Y | +41.2% | +112.4% | -71.1% | +0.6% |
| 5Y | -6.4% | +101.4% | -107.8% | -33.3% |
| All | -22.2% | +361.0% | -383.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling