-3.5%
RKT vs SW
+26.7%
-30.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.6% | +2.2% |
| 7D | +17.7% | +2.3% | +15.3% | +16.3% |
| 30D | +31.6% | +6.8% | +24.9% | +27.2% |
| 3M | +13.9% | -5.2% | +19.1% | +17.3% |
| 6M | +2.8% | +7.4% | -4.6% | -1.2% |
| YTD | -22.2% | +17.4% | -39.6% | -29.6% |
| 1Y | -3.5% | +27.1% | -30.6% | -17.4% |
| All | -3.5% | +26.7% | -30.2% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1y: compounded portfolio wealth divided by compounded SW 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…
1y analysis · Full analysis span regression · 6 months rolling