+94.6%
RKT vs SW
+42.5%
+52.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +4.1% | +4.6% | +7.1% |
| 7D | +29.7% | +12.1% | +17.7% | +24.2% |
| 30D | +28.5% | +6.6% | +22.0% | +25.5% |
| 3M | +6.4% | -6.0% | +12.4% | +9.0% |
| 6M | +7.1% | +21.5% | -14.3% | +0.4% |
| YTD | -22.5% | +20.3% | -42.8% | -27.8% |
| 1Y | -10.4% | +28.1% | -38.6% | -18.3% |
| All | +94.6% | +42.5% | +52.1% | +73.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling