-22.2%
RKT vs SPMO
+231.8%
-254.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -2.4% |
| 7D | +2.1% | +2.0% | +0.1% | +0.5% |
| 30D | +1.4% | -0.4% | +1.8% | +1.7% |
| 3M | +6.3% | -1.9% | +8.2% | +6.4% |
| 6M | -15.5% | +25.0% | -40.5% | -30.9% |
| YTD | -27.4% | +26.0% | -53.4% | -41.0% |
| 1Y | -26.6% | +28.7% | -55.3% | -41.3% |
| 3Y | +41.2% | +160.9% | -119.7% | -45.5% |
| 5Y | -6.4% | +147.9% | -154.3% | -62.4% |
| All | -22.2% | +231.8% | -254.0% | -77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling