-27.1%
RKT vs STRL
+3,685.5%
-3,712.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.4% | -5.5% | -0.9% |
| 7D | -6.3% | +5.0% | -11.3% | -7.0% |
| 30D | -6.2% | -6.9% | +0.7% | -5.3% |
| 3M | -1.9% | -39.1% | +37.2% | +4.7% |
| 6M | -13.0% | +21.5% | -34.5% | -20.7% |
| YTD | -31.9% | +66.9% | -98.8% | -41.7% |
| 1Y | -37.6% | +61.6% | -99.2% | -47.0% |
| 3Y | +36.8% | +560.0% | -523.2% | -21.0% |
| 5Y | -9.7% | +2,238.9% | -2,248.6% | -62.8% |
| All | -27.1% | +3,685.5% | -3,712.6% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling