-23.6%
RKT vs UMC
+559.2%
-582.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.1% | -6.8% | -2.6% |
| 7D | +6.0% | +6.6% | -0.6% | +4.7% |
| 30D | +0.7% | +16.6% | -15.9% | -2.1% |
| 3M | +11.8% | +11.0% | +0.8% | +8.1% |
| 6M | -7.6% | +131.3% | -138.9% | -22.2% |
| YTD | -28.7% | +182.5% | -211.2% | -42.7% |
| 1Y | -32.6% | +222.3% | -254.8% | -47.3% |
| 3Y | +42.1% | +253.0% | -210.9% | +7.6% |
| 5Y | -7.2% | +141.8% | -149.0% | -31.5% |
| All | -23.6% | +559.2% | -582.8% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded UMC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling