-6.3%
RKT vs THC
+250.3%
-256.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | +2.1% | -0.7% | +2.8% | +2.3% |
| 30D | +1.4% | +1.3% | +0.2% | +0.9% |
| 3M | +6.3% | +64.2% | -58.0% | -9.0% |
| 6M | -15.5% | +8.3% | -23.7% | -18.3% |
| YTD | -27.4% | +33.4% | -60.8% | -34.9% |
| 1Y | -26.6% | +37.7% | -64.3% | -35.2% |
| 3Y | +41.2% | +236.8% | -195.6% | -15.0% |
| All | -6.3% | +250.3% | -256.6% | -46.5% |
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