-11.4%
RKT vs TRV
+162.8%
-174.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.7% |
| 7D | -6.3% | +1.9% | -8.2% | -6.8% |
| 30D | -6.2% | +1.7% | -7.9% | -6.7% |
| 3M | -1.9% | +23.9% | -25.7% | -8.0% |
| 6M | -13.0% | +26.3% | -39.3% | -18.9% |
| YTD | -31.9% | +30.8% | -62.7% | -37.3% |
| 1Y | -37.6% | +36.3% | -73.9% | -43.2% |
| 3Y | +36.8% | +145.0% | -108.2% | +4.0% |
| All | -11.4% | +162.8% | -174.3% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling