-22.2%
RKT vs SPY
+152.3%
-174.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.6% |
| 7D | +2.1% | +0.1% | +2.0% | +2.1% |
| 30D | +1.4% | +0.1% | +1.4% | +1.6% |
| 3M | +6.3% | +2.0% | +4.3% | +4.2% |
| 6M | -15.5% | +13.0% | -28.5% | -26.9% |
| YTD | -27.4% | +13.5% | -40.9% | -37.5% |
| 1Y | -26.6% | +20.0% | -46.5% | -41.0% |
| 3Y | +41.2% | +77.2% | -36.0% | -35.4% |
| 5Y | -6.4% | +81.9% | -88.3% | -58.2% |
| All | -22.2% | +152.3% | -174.5% | -79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling