+2.5%
RKT vs TAP
+2.3%
+0.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.3% |
| 7D | +10.3% | -7.8% | +18.1% | +13.9% |
| 30D | +32.3% | +7.1% | +25.2% | +29.0% |
| 3M | +10.7% | -7.0% | +17.8% | +13.7% |
| 6M | -3.2% | -3.8% | +0.6% | -2.1% |
| YTD | -21.5% | -11.7% | -9.8% | -18.9% |
| 1Y | -6.0% | -10.1% | +4.1% | -3.7% |
| 3Y | +104.2% | -23.7% | +127.9% | +119.1% |
| 5Y | +2.5% | +2.9% | -0.4% | -5.0% |
| All | +2.5% | +2.3% | +0.2% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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