-22.2%
RKT vs THC
+790.3%
-812.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | +2.1% | -0.7% | +2.8% | +2.2% |
| 30D | +1.4% | +1.3% | +0.2% | +1.0% |
| 3M | +6.3% | +64.2% | -58.0% | -6.6% |
| 6M | -15.5% | +8.3% | -23.7% | -17.9% |
| YTD | -27.4% | +33.4% | -60.8% | -33.7% |
| 1Y | -26.6% | +37.7% | -64.3% | -33.8% |
| 3Y | +41.2% | +236.8% | -195.6% | -4.3% |
| 5Y | -6.4% | +249.3% | -255.7% | -40.2% |
| All | -22.2% | +790.3% | -812.5% | -57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling