-22.2%
RKT vs USB
+122.9%
-145.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -1.0% |
| 7D | +2.1% | +1.4% | +0.7% | +1.5% |
| 30D | +1.4% | -1.3% | +2.8% | +2.1% |
| 3M | +6.3% | +15.2% | -9.0% | -0.9% |
| 6M | -15.5% | +18.8% | -34.3% | -22.0% |
| YTD | -27.4% | +21.0% | -48.4% | -33.5% |
| 1Y | -26.6% | +34.0% | -60.6% | -35.8% |
| 3Y | +41.2% | +95.3% | -54.1% | +5.1% |
| 5Y | -6.4% | +40.4% | -46.8% | -25.3% |
| All | -22.2% | +122.9% | -145.2% | -46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling