+104.2%
RKT vs STT
+178.8%
-74.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.4% | -0.8% |
| 7D | +10.3% | +0.9% | +9.4% | +9.8% |
| 30D | +32.3% | -2.3% | +34.6% | +33.7% |
| 3M | +10.7% | -7.0% | +17.7% | +14.6% |
| 6M | -3.2% | +15.5% | -18.7% | -12.4% |
| YTD | -21.5% | +35.6% | -57.1% | -35.6% |
| 1Y | -6.0% | +47.9% | -53.9% | -26.6% |
| 3Y | +104.2% | +181.1% | -76.9% | -9.8% |
| All | +104.2% | +178.8% | -74.6% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling