+43.5%
RKT vs USAR
+74.5%
-31.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | +6.0% | +2.3% | +3.7% | +5.8% |
| 30D | +0.7% | -8.6% | +9.3% | +1.2% |
| 3M | +11.8% | -20.5% | +32.3% | +13.2% |
| 6M | -7.6% | +1.2% | -8.8% | -8.3% |
| YTD | -28.7% | +48.4% | -77.1% | -30.7% |
| 1Y | -32.6% | +30.6% | -63.2% | -35.1% |
| 3Y | +42.1% | +73.6% | -31.5% | +18.1% |
| All | +43.5% | +74.5% | -31.0% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling