-23.5%
RKT vs UL
-0.9%
-22.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.4% | -5.4% | -5.3% |
| 7D | -7.5% | -2.5% | -5.0% | -6.2% |
| 30D | +26.6% | +5.7% | +20.9% | +23.0% |
| 3M | -2.4% | +7.0% | -9.4% | -5.8% |
| 6M | -7.4% | +16.1% | -23.4% | -13.7% |
| YTD | -29.2% | +3.6% | -32.8% | -30.4% |
| 1Y | -23.5% | -1.4% | -22.2% | -22.8% |
| All | -23.5% | -0.9% | -22.6% | -22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling