-22.2%
RKT vs TAP
+33.1%
-55.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -1.0% | -1.1% |
| 7D | +2.1% | -2.3% | +4.4% | +2.9% |
| 30D | +1.4% | -2.1% | +3.6% | +2.1% |
| 3M | +6.3% | +6.6% | -0.3% | +3.9% |
| 6M | -15.5% | -11.5% | -4.0% | -12.5% |
| YTD | -27.4% | -10.3% | -17.1% | -25.6% |
| 1Y | -26.6% | -14.4% | -12.2% | -23.7% |
| 3Y | +41.2% | -28.3% | +69.5% | +53.0% |
| 5Y | -6.4% | +1.7% | -8.1% | -8.5% |
| All | -22.2% | +33.1% | -55.3% | -25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling