-5.4%
RKT vs SYY
+15.0%
-20.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.6% |
| 7D | -9.0% | +0.3% | -9.3% | -9.1% |
| 30D | +30.2% | -4.8% | +35.0% | +33.3% |
| 3M | -8.8% | -7.1% | -1.8% | -5.6% |
| 6M | -0.9% | +6.8% | -7.7% | -5.7% |
| YTD | -29.2% | +7.7% | -36.8% | -34.3% |
| 1Y | -20.1% | +5.7% | -25.7% | -25.0% |
| 3Y | +81.3% | +24.6% | +56.8% | +50.4% |
| All | -5.4% | +15.0% | -20.4% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 5y: compounded portfolio wealth divided by compounded SYY 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…
5y analysis · Full analysis span regression · 6 months rolling