+42.1%
RKT vs SPY
+78.7%
-36.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.1% |
| 7D | +6.0% | +0.5% | +5.4% | +5.4% |
| 30D | +0.7% | -0.9% | +1.6% | +2.0% |
| 3M | +11.8% | +3.9% | +7.9% | +7.6% |
| 6M | -7.6% | +14.5% | -22.1% | -19.5% |
| YTD | -28.7% | +12.9% | -41.6% | -36.8% |
| 1Y | -32.6% | +19.4% | -51.9% | -43.2% |
| 3Y | +42.1% | +78.5% | -36.4% | -45.9% |
| All | +42.1% | +78.7% | -36.6% | -45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling