-9.7%
RKT vs TXT
+13.4%
-23.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -3.0% |
| 7D | -1.0% | +0.8% | -1.8% | -1.5% |
| 30D | -2.4% | -10.4% | +8.0% | +4.2% |
| 3M | +1.9% | -14.3% | +16.2% | +11.4% |
| 6M | -13.9% | -15.1% | +1.2% | -5.4% |
| YTD | -30.6% | -8.3% | -22.3% | -28.1% |
| 1Y | -34.4% | -0.7% | -33.7% | -35.6% |
| 3Y | +38.2% | +6.0% | +32.2% | +27.3% |
| 5Y | -9.7% | +12.5% | -22.2% | -23.2% |
| All | -9.7% | +13.4% | -23.0% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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