-16.0%
RKT vs USB
+116.4%
-132.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.7% | -0.4% |
| 7D | +10.3% | +0.8% | +9.6% | +9.9% |
| 30D | +32.3% | +6.8% | +25.5% | +28.2% |
| 3M | +10.7% | -3.8% | +14.5% | +12.8% |
| 6M | -3.2% | +11.7% | -14.9% | -8.2% |
| YTD | -21.5% | +17.5% | -39.0% | -27.1% |
| 1Y | -6.0% | +33.8% | -39.8% | -17.6% |
| 3Y | +104.2% | +104.2% | 0.0% | +50.6% |
| 5Y | +2.5% | +26.4% | -23.9% | -17.1% |
| All | -16.0% | +116.4% | -132.4% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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