+50.1%
RKT vs USAR
-21.7%
+71.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -9.6% | +4.7% | -4.1% |
| 7D | +4.6% | -9.1% | +13.7% | +5.3% |
| 30D | +25.9% | -36.9% | +62.8% | +29.9% |
| 3M | +5.0% | -58.4% | +63.4% | +11.7% |
| 6M | -7.9% | -70.6% | +62.7% | -0.2% |
| YTD | -25.4% | -33.4% | +8.1% | -23.2% |
| 1Y | -15.4% | -54.0% | +38.6% | -11.8% |
| 3Y | +83.3% | -22.7% | +106.0% | +63.6% |
| All | +50.1% | -21.7% | +71.9% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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