-11.4%
RKT vs TRU
-35.6%
+24.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.6% |
| 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% | -11.3% |
| 6M | -13.0% | +8.9% | -21.9% | -17.5% |
| 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% | +27.0% |
| All | -11.4% | -35.6% | +24.1% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling