-22.2%
RKT vs URI
+519.9%
-542.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.8% |
| 7D | +2.1% | -2.0% | +4.1% | +2.9% |
| 30D | +1.4% | -12.9% | +14.4% | +6.9% |
| 3M | +6.3% | -6.7% | +13.0% | +8.5% |
| 6M | -15.5% | +19.0% | -34.4% | -22.6% |
| YTD | -27.4% | +25.5% | -52.9% | -35.6% |
| 1Y | -26.6% | +5.5% | -32.1% | -30.3% |
| 3Y | +41.2% | +111.3% | -70.1% | -1.3% |
| 5Y | -6.4% | +198.6% | -205.0% | -44.7% |
| All | -22.2% | +519.9% | -542.1% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 all: compounded portfolio wealth divided by compounded URI 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…
all analysis · Full analysis span regression · 6 months rolling