-27.0%
RKT vs UL
+12.1%
-39.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.1% |
| 7D | -7.2% | -4.1% | -3.2% | -5.4% |
| 30D | -7.9% | -1.2% | -6.7% | -7.3% |
| 3M | +5.2% | +6.0% | -0.8% | +2.4% |
| 6M | -14.9% | -5.5% | -9.4% | -12.9% |
| YTD | -31.9% | -3.3% | -28.5% | -31.1% |
| 1Y | -36.9% | -9.8% | -27.1% | -34.2% |
| 3Y | +35.7% | +20.1% | +15.6% | +22.8% |
| 5Y | -9.7% | +19.2% | -28.9% | -20.1% |
| All | -27.0% | +12.1% | -39.1% | -34.0% |
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