-9.7%
RKT vs TW
+20.0%
-29.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.7% |
| 7D | -1.0% | -0.5% | -0.4% | -0.8% |
| 30D | -2.4% | -0.6% | -1.8% | -2.3% |
| 3M | +1.9% | +3.4% | -1.5% | +0.6% |
| 6M | -13.9% | -18.4% | +4.6% | -9.5% |
| YTD | -30.6% | -3.9% | -26.7% | -30.8% |
| 1Y | -34.4% | -13.3% | -21.0% | -32.4% |
| 3Y | +38.2% | +20.8% | +17.4% | +12.0% |
| 5Y | -9.7% | +20.3% | -29.9% | -30.0% |
| All | -9.7% | +20.0% | -29.7% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling