-27.1%
RKT vs TRI
+53.2%
-80.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.7% |
| 7D | -6.3% | -7.9% | +1.6% | -3.5% |
| 30D | -6.2% | -4.5% | -1.7% | -4.8% |
| 3M | -1.9% | +22.1% | -24.0% | -9.5% |
| 6M | -13.0% | -2.8% | -10.2% | -13.2% |
| YTD | -31.9% | -23.4% | -8.5% | -24.1% |
| 1Y | -37.6% | -41.5% | +4.0% | -18.0% |
| 3Y | +36.8% | -19.2% | +56.0% | +31.4% |
| 5Y | -9.7% | -9.4% | -0.3% | -26.2% |
| All | -27.1% | +53.2% | -80.2% | -70.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling