+57.8%
RKT vs USAR
-13.4%
+71.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.5% | -5.6% | +0.4% |
| 7D | +10.3% | -1.1% | +11.4% | +10.3% |
| 30D | +32.3% | -30.3% | +62.6% | +35.5% |
| 3M | +10.7% | -54.7% | +65.4% | +17.0% |
| 6M | -3.2% | -67.5% | +64.3% | +4.1% |
| YTD | -21.5% | -26.4% | +4.8% | -19.9% |
| 1Y | -6.0% | -49.5% | +43.5% | -2.7% |
| 3Y | +104.2% | -14.5% | +118.7% | +80.9% |
| All | +57.8% | -13.4% | +71.3% | +26.7% |
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