-22.2%
RKT vs SYY
+70.6%
-92.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.1% | -0.6% |
| 7D | +2.1% | -2.3% | +4.4% | +3.0% |
| 30D | +1.4% | -4.9% | +6.4% | +3.4% |
| 3M | +6.3% | +8.4% | -2.1% | +2.8% |
| 6M | -15.5% | -7.4% | -8.1% | -13.5% |
| YTD | -27.4% | +11.0% | -38.4% | -31.2% |
| 1Y | -26.6% | -0.2% | -26.4% | -27.3% |
| 3Y | +41.2% | +23.8% | +17.5% | +28.5% |
| 5Y | -6.4% | +18.1% | -24.6% | -12.0% |
| All | -22.2% | +70.6% | -92.8% | -38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling