-22.2%
RKT vs STT
+250.9%
-273.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | +2.1% | +0.5% | +1.6% | +1.9% |
| 30D | +1.4% | +3.9% | -2.4% | -0.4% |
| 3M | +6.3% | +20.0% | -13.7% | -2.9% |
| 6M | -15.5% | +55.3% | -70.8% | -31.5% |
| YTD | -27.4% | +53.3% | -80.7% | -40.9% |
| 1Y | -26.6% | +74.7% | -101.3% | -43.9% |
| 3Y | +41.2% | +205.8% | -164.6% | -16.7% |
| 5Y | -6.4% | +145.0% | -151.4% | -43.8% |
| All | -22.2% | +250.9% | -273.2% | -55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling