-18.0%
RKT vs USB
+112.2%
-130.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.2% |
| 7D | +24.3% | -1.5% | +25.8% | +25.3% |
| 30D | +27.9% | +4.3% | +23.6% | +25.3% |
| 3M | +6.9% | -6.1% | +13.0% | +10.3% |
| 6M | +5.2% | +9.4% | -4.2% | +0.9% |
| YTD | -23.5% | +15.2% | -38.6% | -28.2% |
| 1Y | -9.1% | +32.8% | -41.8% | -20.0% |
| 3Y | +81.5% | +91.3% | -9.8% | +37.4% |
| 5Y | -2.0% | +22.7% | -24.6% | -19.9% |
| All | -18.0% | +112.2% | -130.2% | -42.2% |
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