-32.6%
RKT vs THC
+32.5%
-65.0%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.6% |
| 7D | +6.0% | -2.6% | +8.5% | +6.2% |
| 30D | +0.7% | -1.2% | +1.8% | +0.6% |
| 3M | +11.8% | +58.9% | -47.1% | +8.0% |
| 6M | -7.6% | +9.3% | -17.0% | -9.7% |
| YTD | -28.7% | +30.4% | -59.0% | -29.6% |
| 1Y | -32.6% | +34.6% | -67.2% | -34.2% |
| All | -32.6% | +32.5% | -65.0% | -34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling