-20.1%
RKT vs UL
+0.7%
-20.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.6% |
| 7D | -9.0% | +1.1% | -10.1% | -9.5% |
| 30D | +30.2% | +4.5% | +25.7% | +27.2% |
| 3M | -8.8% | +6.5% | -15.3% | -11.8% |
| 6M | -0.9% | +18.2% | -19.1% | -8.4% |
| YTD | -29.2% | +4.7% | -33.9% | -30.7% |
| 1Y | -20.1% | +0.8% | -20.8% | -20.3% |
| All | -20.1% | +0.7% | -20.7% | -20.3% |
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