+81.3%
RKT vs TPR
+404.6%
-323.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.5% | -4.9% |
| 7D | -7.5% | -1.1% | -6.3% | -7.1% |
| 30D | +26.6% | +15.1% | +11.5% | +20.7% |
| 3M | -2.4% | -13.4% | +11.0% | +0.8% |
| 6M | -7.4% | +1.4% | -8.7% | -10.0% |
| YTD | -29.2% | +4.8% | -34.0% | -32.1% |
| 1Y | -23.5% | +29.2% | -52.7% | -32.0% |
| All | +81.3% | +404.6% | -323.3% | -46.1% |
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 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