-23.6%
RKT vs TRV
+261.2%
-284.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.6% |
| 7D | +6.0% | +0.5% | +5.5% | +5.9% |
| 30D | +0.7% | -4.9% | +5.5% | +1.8% |
| 3M | +11.8% | +23.7% | -11.9% | +6.4% |
| 6M | -7.6% | +20.3% | -27.9% | -11.6% |
| YTD | -28.7% | +27.1% | -55.7% | -32.6% |
| 1Y | -32.6% | +35.3% | -67.9% | -37.2% |
| 3Y | +42.1% | +139.8% | -97.7% | +17.9% |
| 5Y | -7.2% | +153.9% | -161.0% | -24.3% |
| All | -23.6% | +261.2% | -284.8% | -43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling