-23.6%
RKT vs TRI
+55.5%
-79.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.5% | +4.7% | +0.6% |
| 7D | +6.0% | -7.1% | +13.1% | +8.7% |
| 30D | +0.7% | -2.3% | +3.0% | +1.3% |
| 3M | +11.8% | +19.6% | -7.7% | +3.8% |
| 6M | -7.6% | -8.7% | +1.1% | -5.3% |
| YTD | -28.7% | -22.3% | -6.4% | -20.9% |
| 1Y | -32.6% | -40.7% | +8.1% | -12.0% |
| 3Y | +42.1% | -17.8% | +59.9% | +35.4% |
| 5Y | -7.2% | -8.5% | +1.3% | -24.2% |
| All | -23.6% | +55.5% | -79.0% | -68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling