-23.6%
RKT vs SPYG
+159.5%
-183.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.3% |
| 7D | +6.0% | +1.2% | +4.8% | +4.8% |
| 30D | +0.7% | -1.6% | +2.2% | +2.4% |
| 3M | +11.8% | +3.4% | +8.5% | +8.6% |
| 6M | -7.6% | +18.9% | -26.5% | -21.4% |
| YTD | -28.7% | +13.8% | -42.5% | -36.6% |
| 1Y | -32.6% | +20.6% | -53.2% | -43.4% |
| 3Y | +42.1% | +100.5% | -58.4% | -34.3% |
| 5Y | -7.2% | +84.6% | -91.8% | -53.3% |
| All | -23.6% | +159.5% | -183.1% | -75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling