-7.4%
RKT vs UL
+16.0%
-23.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.4% | -5.4% | -5.3% |
| 7D | -7.5% | -2.5% | -5.0% | -5.9% |
| 30D | +26.6% | +5.7% | +20.9% | +21.9% |
| 3M | -2.4% | +7.0% | -9.4% | -6.8% |
| 6M | -7.4% | +16.1% | -23.4% | -16.4% |
| All | -7.4% | +16.0% | -23.3% | -16.4% |
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