-9.7%
RKT vs SPYG
+82.6%
-92.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -0.9% |
| 7D | -7.2% | -1.8% | -5.4% | -5.5% |
| 30D | -7.9% | -1.9% | -6.0% | -5.9% |
| 3M | +5.2% | +5.2% | 0.0% | +0.4% |
| 6M | -14.9% | +15.6% | -30.5% | -25.4% |
| YTD | -31.9% | +12.4% | -44.3% | -38.6% |
| 1Y | -36.9% | +17.5% | -54.3% | -45.6% |
| 3Y | +35.7% | +98.1% | -62.4% | -37.0% |
| 5Y | -9.7% | +84.9% | -94.6% | -56.1% |
| All | -9.7% | +82.6% | -92.3% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 5y: compounded portfolio wealth divided by compounded SPYG 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…
5y analysis · Full analysis span regression · 6 months rolling