-24.1%
RKT vs UL
+20.1%
-44.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.4% | -5.4% | -5.2% |
| 7D | -7.5% | -2.5% | -5.0% | -6.4% |
| 30D | +26.6% | +5.7% | +20.9% | +23.4% |
| 3M | -2.4% | +7.0% | -9.4% | -5.5% |
| 6M | -7.4% | +16.1% | -23.4% | -13.6% |
| YTD | -29.2% | +3.6% | -32.8% | -30.7% |
| 1Y | -23.5% | -1.4% | -22.2% | -23.5% |
| 3Y | +73.9% | +34.1% | +39.9% | +49.7% |
| 5Y | -6.6% | +32.0% | -38.6% | -21.3% |
| All | -24.1% | +20.1% | -44.2% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling