+41.6%
RKT vs TPR
+308.4%
-266.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +2.1% | -2.3% | +4.4% | +2.9% |
| 30D | +1.4% | -23.0% | +24.4% | +9.5% |
| 3M | +6.3% | -12.5% | +18.7% | +9.0% |
| 6M | -15.5% | -21.4% | +6.0% | -9.9% |
| YTD | -27.4% | -3.5% | -23.9% | -28.4% |
| 1Y | -26.6% | +17.4% | -43.9% | -33.2% |
| All | +41.6% | +308.4% | -266.7% | -46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling