-23.6%
RKT vs SPXU
-95.4%
+71.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -1.0% |
| 7D | +6.0% | -1.5% | +7.5% | +5.4% |
| 30D | +0.7% | +3.7% | -3.1% | +2.8% |
| 3M | +11.8% | -9.6% | +21.4% | +8.8% |
| 6M | -7.6% | -32.4% | +24.7% | -19.2% |
| YTD | -28.7% | -28.7% | 0.0% | -35.5% |
| 1Y | -32.6% | -38.2% | +5.6% | -42.0% |
| 3Y | +42.1% | -80.4% | +122.5% | -18.6% |
| 5Y | -7.2% | -86.0% | +78.9% | -42.7% |
| All | -23.6% | -95.4% | +71.8% | -73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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