-27.1%
RKT vs SPMO
+228.7%
-255.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.5% |
| 7D | -6.3% | -0.9% | -5.3% | -5.6% |
| 30D | -6.2% | -1.9% | -4.3% | -4.8% |
| 3M | -1.9% | -1.4% | -0.5% | -2.2% |
| 6M | -13.0% | +25.5% | -38.5% | -29.2% |
| YTD | -31.9% | +24.8% | -56.8% | -44.2% |
| 1Y | -37.6% | +24.5% | -62.1% | -48.8% |
| 3Y | +36.8% | +157.1% | -120.3% | -46.5% |
| 5Y | -9.7% | +149.5% | -159.2% | -63.9% |
| All | -27.1% | +228.7% | -255.7% | -78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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