-16.0%
RKT vs STT
+210.3%
-226.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.4% | -0.6% |
| 7D | +10.3% | +0.9% | +9.4% | +9.8% |
| 30D | +32.3% | -2.3% | +34.6% | +33.6% |
| 3M | +10.7% | -7.0% | +17.7% | +14.1% |
| 6M | -3.2% | +15.5% | -18.7% | -10.3% |
| YTD | -21.5% | +35.6% | -57.1% | -32.6% |
| 1Y | -6.0% | +47.9% | -53.9% | -22.4% |
| 3Y | +104.2% | +181.1% | -76.9% | +25.1% |
| 5Y | +2.5% | +108.2% | -105.7% | -34.6% |
| All | -16.0% | +210.3% | -226.3% | -49.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling