-26.6%
RKT vs TW
-15.9%
-10.7%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.1% |
| 7D | +2.1% | -2.3% | +4.4% | +2.0% |
| 30D | +1.4% | +3.9% | -2.5% | +1.6% |
| 3M | +6.3% | +5.7% | +0.6% | +6.8% |
| 6M | -15.5% | -14.5% | -0.9% | -13.4% |
| YTD | -27.4% | -0.9% | -26.5% | -26.0% |
| 1Y | -26.6% | -13.5% | -13.1% | -30.3% |
| All | -26.6% | -15.9% | -10.7% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling