-16.9%
RKT vs SW
+68.9%
-85.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +4.1% | +4.6% | +7.8% |
| 7D | +29.7% | +12.1% | +17.7% | +26.7% |
| 30D | +28.5% | +6.6% | +22.0% | +26.9% |
| 3M | +6.4% | -6.0% | +12.4% | +7.9% |
| 6M | +7.1% | +21.5% | -14.3% | +3.6% |
| YTD | -22.5% | +20.3% | -42.8% | -25.1% |
| 1Y | -10.4% | +28.1% | -38.6% | -14.4% |
| 3Y | +83.8% | +51.6% | +32.2% | +73.3% |
| 5Y | -4.4% | -0.1% | -4.3% | -11.4% |
| All | -16.9% | +68.9% | -85.8% | -7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling