-0.9%
RKT vs UL
+18.1%
-19.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.8% |
| 7D | -9.0% | +1.1% | -10.1% | -9.7% |
| 30D | +30.2% | +4.5% | +25.7% | +26.2% |
| 3M | -8.8% | +6.5% | -15.3% | -12.6% |
| 6M | -0.9% | +18.2% | -19.1% | -10.1% |
| All | -0.9% | +18.1% | -19.0% | -10.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling