-10.4%
RKT vs STT
+53.6%
-64.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.2% | +6.5% | +7.7% |
| 7D | +29.7% | -0.1% | +29.8% | +29.7% |
| 30D | +28.5% | -1.7% | +30.2% | +29.4% |
| 3M | +6.4% | -6.4% | +12.8% | +9.4% |
| 6M | +7.1% | +17.7% | -10.6% | -6.5% |
| YTD | -22.5% | +36.9% | -59.3% | -40.6% |
| 1Y | -10.4% | +52.0% | -62.5% | -39.8% |
| All | -10.4% | +53.6% | -64.0% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling