+2.5%
RKT vs THC
+262.3%
-259.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.3% |
| 7D | +10.3% | +7.5% | +2.8% | +8.0% |
| 30D | +32.3% | +9.6% | +22.8% | +28.8% |
| 3M | +10.7% | +10.3% | +0.5% | +7.2% |
| 6M | -3.2% | +51.8% | -55.0% | -15.6% |
| YTD | -21.5% | +45.4% | -67.0% | -31.7% |
| 1Y | -6.0% | +40.8% | -46.8% | -17.4% |
| 3Y | +104.2% | +448.8% | -344.6% | +1.5% |
| 5Y | +2.5% | +263.4% | -260.9% | -43.5% |
| All | +2.5% | +262.3% | -259.8% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling