-23.6%
RKT vs TPR
+880.0%
-903.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +2.0% | -0.4% |
| 7D | +6.0% | -3.4% | +9.4% | +7.3% |
| 30D | +0.7% | -27.3% | +28.0% | +11.5% |
| 3M | +11.8% | -16.2% | +28.1% | +17.2% |
| 6M | -7.6% | -17.9% | +10.3% | -2.5% |
| YTD | -28.7% | -7.1% | -21.6% | -28.6% |
| 1Y | -32.6% | +13.6% | -46.2% | -37.8% |
| 3Y | +42.1% | +293.7% | -251.6% | -23.5% |
| 5Y | -7.2% | +239.1% | -246.2% | -49.9% |
| All | -23.6% | +880.0% | -903.6% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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