+81.3%
RKT vs TRV
+149.8%
-68.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -9.0% | +2.0% | -11.0% | -9.5% |
| 30D | +30.2% | +6.7% | +23.5% | +28.0% |
| 3M | -8.8% | +9.4% | -18.2% | -11.0% |
| 6M | -0.9% | +37.7% | -38.7% | -9.5% |
| YTD | -29.2% | +40.6% | -69.8% | -35.7% |
| 1Y | -20.1% | +42.4% | -62.5% | -27.6% |
| 3Y | +81.3% | +148.1% | -66.8% | +138.9% |
| All | +81.3% | +149.8% | -68.5% | +138.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 3y: compounded portfolio wealth divided by compounded TRV 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…
3y analysis · Full analysis span regression · 6 months rolling