-36.9%
RKT vs TRMB
-29.0%
-7.9%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.1% |
| 7D | -7.2% | -5.4% | -1.8% | -3.7% |
| 30D | -7.9% | -2.0% | -5.9% | -6.6% |
| 3M | +5.2% | +12.3% | -7.1% | -2.5% |
| 6M | -14.9% | -17.6% | +2.7% | -5.6% |
| YTD | -31.9% | -27.5% | -4.4% | -17.9% |
| 1Y | -36.9% | -29.1% | -7.8% | -23.9% |
| All | -36.9% | -29.0% | -7.9% | -23.9% |
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