-22.2%
RKT vs TRU
-6.0%
-16.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.9% | +4.8% | +2.4% |
| 7D | +2.1% | -6.8% | +8.9% | +6.3% |
| 30D | +1.4% | 0.0% | +1.4% | +1.3% |
| 3M | +6.3% | +13.3% | -7.0% | -1.6% |
| 6M | -15.5% | +3.4% | -18.9% | -17.6% |
| YTD | -27.4% | -6.4% | -21.0% | -26.0% |
| 1Y | -26.6% | -9.7% | -16.9% | -23.8% |
| 3Y | +41.2% | +0.1% | +41.1% | +29.5% |
| 5Y | -6.4% | -34.0% | +27.6% | +9.9% |
| All | -22.2% | -6.0% | -16.2% | -32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling