-6.3%
RKT vs STRL
+2,010.6%
-2,016.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.8% | -6.9% | -2.1% |
| 7D | +2.1% | +3.4% | -1.3% | +1.5% |
| 30D | +1.4% | -9.2% | +10.7% | +2.8% |
| 3M | +6.3% | -51.0% | +57.3% | +18.0% |
| 6M | -15.5% | +15.8% | -31.2% | -22.8% |
| YTD | -27.4% | +58.9% | -86.2% | -38.0% |
| 1Y | -26.6% | +68.5% | -95.1% | -39.2% |
| 3Y | +41.2% | +485.2% | -444.0% | -23.2% |
| All | -6.3% | +2,010.6% | -2,016.8% | -70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling