-23.5%
RKT vs TRMB
-30.2%
+6.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.2% | -3.9% | -4.5% |
| 7D | -7.5% | +4.1% | -11.6% | -9.2% |
| 30D | +26.6% | -7.0% | +33.6% | +25.7% |
| 3M | -2.4% | -0.9% | -1.5% | -7.4% |
| 6M | -7.4% | -1.2% | -6.2% | -11.9% |
| YTD | -29.2% | -28.7% | -0.4% | -14.5% |
| 1Y | -23.5% | -32.1% | +8.5% | -2.7% |
| All | -23.5% | -30.2% | +6.7% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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