-23.6%
RKT vs STT
+246.6%
-270.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.2% |
| 7D | +6.0% | +2.2% | +3.8% | +5.0% |
| 30D | +0.7% | +3.9% | -3.2% | -1.2% |
| 3M | +11.8% | +19.2% | -7.4% | +2.4% |
| 6M | -7.6% | +60.4% | -68.0% | -26.3% |
| YTD | -28.7% | +51.5% | -80.1% | -41.6% |
| 1Y | -32.6% | +76.3% | -108.9% | -48.6% |
| 3Y | +42.1% | +200.7% | -158.6% | -15.5% |
| 5Y | -7.2% | +157.5% | -164.6% | -44.4% |
| All | -23.6% | +246.6% | -270.2% | -56.4% |
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