+39.4%
RKT vs STT
+195.2%
-155.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -1.0% | +1.0% | -1.9% | -1.5% |
| 30D | -2.4% | +2.8% | -5.2% | -4.0% |
| 3M | +1.9% | +18.1% | -16.2% | -8.6% |
| 6M | -13.9% | +59.2% | -73.1% | -35.7% |
| YTD | -30.6% | +51.5% | -82.1% | -46.8% |
| 1Y | -34.4% | +75.7% | -110.0% | -54.2% |
| All | +39.4% | +195.2% | -155.8% | -39.7% |
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 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