-16.7%
RKT vs TPR
+1,006.9%
-1,023.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.0% |
| 7D | +17.7% | +14.2% | +3.5% | +12.1% |
| 30D | +31.6% | +17.1% | +14.6% | +24.2% |
| 3M | +13.9% | -17.7% | +31.6% | +20.5% |
| 6M | +2.8% | -10.2% | +13.0% | +4.7% |
| YTD | -22.2% | +4.9% | -27.1% | -25.6% |
| 1Y | -3.5% | +36.1% | -39.7% | -16.4% |
| 3Y | +95.3% | +416.5% | -321.2% | -5.3% |
| 5Y | -0.4% | +254.8% | -255.2% | -47.9% |
| All | -16.7% | +1,006.9% | -1,023.6% | -58.1% |
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