-20.0%
RKT vs SPY
+146.3%
-166.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.4% |
| 7D | +4.6% | -0.6% | +5.2% | +5.3% |
| 30D | +25.9% | -3.7% | +29.6% | +31.8% |
| 3M | +5.0% | -2.7% | +7.8% | +8.7% |
| 6M | -7.9% | +2.2% | -10.1% | -10.2% |
| YTD | -25.4% | +10.8% | -36.2% | -34.0% |
| 1Y | -15.4% | +11.2% | -26.6% | -25.3% |
| 3Y | +83.3% | +76.5% | +6.8% | -16.8% |
| 5Y | -0.8% | +72.9% | -73.7% | -53.0% |
| All | -20.0% | +146.3% | -166.3% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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