-27.1%
RKT vs TRU
-8.6%
-18.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.7% |
| 7D | -6.3% | -2.7% | -3.5% | -4.7% |
| 30D | -6.2% | -2.0% | -4.1% | -5.2% |
| 3M | -1.9% | +18.4% | -20.3% | -11.4% |
| 6M | -13.0% | +8.9% | -21.9% | -17.6% |
| YTD | -31.9% | -8.9% | -23.0% | -29.5% |
| 1Y | -37.6% | -15.9% | -21.7% | -32.3% |
| 3Y | +36.8% | -1.1% | +37.9% | +26.1% |
| 5Y | -9.7% | -35.2% | +25.5% | +7.0% |
| All | -27.1% | -8.6% | -18.5% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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