-23.6%
RKT vs URA
+395.9%
-419.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.1% | -4.9% | -2.7% |
| 7D | +6.0% | +8.1% | -2.1% | +3.5% |
| 30D | +0.7% | +5.8% | -5.1% | -1.0% |
| 3M | +11.8% | +3.4% | +8.4% | +10.4% |
| 6M | -7.6% | -2.6% | -5.0% | -7.4% |
| YTD | -28.7% | +11.2% | -39.8% | -31.2% |
| 1Y | -32.6% | +19.8% | -52.4% | -37.3% |
| 3Y | +42.1% | +121.5% | -79.4% | +3.3% |
| 5Y | -7.2% | +134.5% | -141.6% | -37.0% |
| All | -23.6% | +395.9% | -419.5% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling