-5.4%
RKT vs TRV
+180.6%
-186.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -9.0% | +2.0% | -11.0% | -9.6% |
| 30D | +30.2% | +6.7% | +23.5% | +27.8% |
| 3M | -8.8% | +9.4% | -18.2% | -11.2% |
| 6M | -0.9% | +37.7% | -38.7% | -10.2% |
| YTD | -29.2% | +40.6% | -69.8% | -36.3% |
| 1Y | -20.1% | +42.4% | -62.5% | -28.3% |
| 3Y | +81.3% | +148.1% | -66.8% | +36.2% |
| All | -5.4% | +180.6% | -186.0% | -35.9% |
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 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