-22.2%
RKT vs TXT
+118.6%
-140.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | +2.1% | -4.8% | +6.9% | +4.7% |
| 30D | +1.4% | -10.6% | +12.1% | +7.3% |
| 3M | +6.3% | -13.2% | +19.5% | +13.7% |
| 6M | -15.5% | -20.3% | +4.9% | -5.5% |
| YTD | -27.4% | -9.3% | -18.1% | -24.5% |
| 1Y | -26.6% | -2.7% | -23.9% | -26.6% |
| 3Y | +41.2% | +1.4% | +39.9% | +37.4% |
| 5Y | -6.4% | +9.6% | -16.0% | -14.3% |
| All | -22.2% | +118.6% | -140.8% | -42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling