-10.4%
RKT vs TRI
-22.4%
+12.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +6.4% | +2.3% | +7.7% |
| 7D | +29.7% | +1.0% | +28.8% | +29.4% |
| 30D | +28.5% | +20.8% | +7.8% | +25.3% |
| 3M | +6.4% | +8.1% | -1.7% | +4.7% |
| 6M | +7.1% | +24.2% | -17.0% | +5.1% |
| YTD | -22.5% | -7.8% | -14.7% | -17.3% |
| 1Y | -10.4% | -16.7% | +6.2% | +5.7% |
| All | -10.4% | -22.4% | +12.0% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling