-27.1%
RKT vs USFR
+20.6%
-47.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.3% |
| 7D | -6.3% | +0.1% | -6.4% | -6.6% |
| 30D | -6.2% | +0.4% | -6.5% | -7.2% |
| 3M | -1.9% | +1.0% | -2.9% | -5.1% |
| 6M | -13.0% | +2.0% | -15.0% | -18.8% |
| YTD | -31.9% | +2.8% | -34.7% | -38.4% |
| 1Y | -37.6% | +4.1% | -41.7% | -46.6% |
| 3Y | +36.8% | +14.1% | +22.7% | -26.7% |
| 5Y | -9.7% | +20.6% | -30.3% | -73.8% |
| All | -27.1% | +20.6% | -47.6% | -79.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling