-11.4%
RKT vs TENB
-35.4%
+24.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.0% | +5.9% | +1.7% |
| 7D | -6.3% | -12.1% | +5.8% | -2.7% |
| 30D | -6.2% | -18.6% | +12.4% | -0.8% |
| 3M | -1.9% | +12.1% | -13.9% | -6.4% |
| 6M | -13.0% | +46.8% | -59.8% | -24.9% |
| YTD | -31.9% | +28.0% | -59.9% | -39.2% |
| 1Y | -37.6% | -1.4% | -36.2% | -38.9% |
| 3Y | +36.8% | -33.9% | +70.8% | +49.2% |
| All | -11.4% | -35.4% | +24.0% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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