-27.1%
RKT vs USHY
+33.3%
-60.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.2% |
| 7D | -6.3% | -0.7% | -5.6% | -3.8% |
| 30D | -6.2% | -0.7% | -5.5% | -3.6% |
| 3M | -1.9% | +0.1% | -1.9% | -1.4% |
| 6M | -13.0% | +1.8% | -14.8% | -16.5% |
| YTD | -31.9% | +1.8% | -33.7% | -34.5% |
| 1Y | -37.6% | +3.3% | -40.9% | -42.7% |
| 3Y | +36.8% | +27.0% | +9.8% | -33.9% |
| 5Y | -9.7% | +21.0% | -30.8% | -41.7% |
| All | -27.1% | +33.3% | -60.4% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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