-10.4%
RKT vs USFR
+4.1%
-14.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | 0.0% | +8.7% | +8.7% |
| 7D | +29.7% | +0.1% | +29.6% | +32.3% |
| 30D | +28.5% | +0.4% | +28.1% | +39.9% |
| 3M | +6.4% | +1.1% | +5.3% | +34.5% |
| 6M | +7.1% | +2.0% | +5.1% | +62.3% |
| YTD | -22.5% | +3.4% | -25.8% | +54.6% |
| 1Y | -10.4% | +4.1% | -14.5% | +79.4% |
| All | -10.4% | +4.1% | -14.5% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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