-20.1%
RKT vs SPY
+149.5%
-169.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -1.8% |
| 7D | -3.8% | -0.9% | -2.9% | -2.9% |
| 30D | +32.8% | -2.4% | +35.2% | +36.5% |
| 3M | +0.8% | -1.2% | +2.0% | +2.1% |
| 6M | -2.6% | +3.3% | -5.9% | -6.4% |
| YTD | -25.4% | +12.3% | -37.7% | -35.2% |
| 1Y | -19.1% | +12.4% | -31.5% | -29.7% |
| 3Y | +83.2% | +78.8% | +4.4% | -18.3% |
| 5Y | +0.8% | +75.2% | -74.3% | -53.1% |
| All | -20.1% | +149.5% | -169.6% | -79.1% |
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