-9.1%
RKT vs USB
+33.6%
-42.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | +0.8% |
| 7D | +24.3% | -1.5% | +25.8% | +26.1% |
| 30D | +27.9% | +4.3% | +23.6% | +22.7% |
| 3M | +6.9% | -6.1% | +13.0% | +13.4% |
| 6M | +5.2% | +9.4% | -4.2% | -5.5% |
| YTD | -23.5% | +15.2% | -38.6% | -36.3% |
| 1Y | -9.1% | +32.8% | -41.8% | -38.9% |
| All | -9.1% | +33.6% | -42.7% | -38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling