-16.9%
RKT vs USB
+116.7%
-133.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.9% | +6.8% | +7.7% |
| 7D | +29.7% | +2.4% | +27.3% | +28.3% |
| 30D | +28.5% | +6.6% | +21.9% | +24.6% |
| 3M | +6.4% | -4.1% | +10.5% | +8.6% |
| 6M | +7.1% | +12.5% | -5.3% | +1.4% |
| YTD | -22.5% | +17.6% | -40.1% | -28.0% |
| 1Y | -10.4% | +36.5% | -46.9% | -22.2% |
| 3Y | +83.8% | +95.4% | -11.6% | +37.7% |
| 5Y | -4.4% | +26.1% | -30.5% | -22.7% |
| All | -16.9% | +116.7% | -133.7% | -42.1% |
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