-9.7%
RKT vs TGT
-26.4%
+16.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.3% |
| 7D | -7.2% | -5.0% | -2.2% | -5.0% |
| 30D | -7.9% | +3.0% | -10.9% | -9.3% |
| 3M | +5.2% | +22.6% | -17.4% | -4.5% |
| 6M | -14.9% | +31.2% | -46.1% | -25.4% |
| YTD | -31.9% | +63.7% | -95.6% | -46.5% |
| 1Y | -36.9% | +78.5% | -115.4% | -52.6% |
| 3Y | +35.7% | +40.5% | -4.8% | +5.4% |
| 5Y | -9.7% | -25.6% | +15.9% | -5.0% |
| All | -9.7% | -26.4% | +16.7% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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