-9.7%
RKT vs TRMB
-39.0%
+29.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.4% | -1.2% |
| 7D | -1.0% | -2.9% | +1.9% | +1.0% |
| 30D | -2.4% | -1.8% | -0.6% | -1.3% |
| 3M | +1.9% | +8.4% | -6.5% | -3.4% |
| 6M | -13.9% | -18.5% | +4.7% | -1.9% |
| YTD | -30.6% | -26.7% | -3.9% | -15.8% |
| 1Y | -34.4% | -28.3% | -6.1% | -19.4% |
| 3Y | +38.2% | +12.6% | +25.6% | +17.1% |
| 5Y | -9.7% | -38.7% | +29.1% | +7.1% |
| All | -9.7% | -39.0% | +29.3% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling