-19.1%
RKT vs USAR
-52.4%
+33.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.4% | -0.7% |
| 7D | -3.8% | +0.8% | -4.6% | -4.1% |
| 30D | +32.8% | -30.1% | +62.9% | +39.3% |
| 3M | +0.8% | -56.3% | +57.1% | +13.7% |
| 6M | -2.6% | -68.6% | +65.9% | +14.1% |
| YTD | -25.4% | -30.5% | +5.1% | -21.5% |
| 1Y | -19.1% | -53.5% | +34.4% | -12.5% |
| All | -19.1% | -52.4% | +33.3% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling