-23.6%
RKT vs THC
+770.2%
-793.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.2% |
| 7D | +6.0% | -2.6% | +8.5% | +6.6% |
| 30D | +0.7% | -1.2% | +1.8% | +0.8% |
| 3M | +11.8% | +58.9% | -47.1% | -0.9% |
| 6M | -7.6% | +9.3% | -17.0% | -10.6% |
| YTD | -28.7% | +30.4% | -59.0% | -34.5% |
| 1Y | -32.6% | +34.6% | -67.2% | -38.8% |
| 3Y | +42.1% | +246.7% | -204.6% | -4.4% |
| 5Y | -7.2% | +244.5% | -251.7% | -40.4% |
| All | -23.6% | +770.2% | -793.8% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 10y: compounded portfolio wealth divided by compounded THC 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…
10y analysis · Full analysis span regression · 6 months rolling