-9.7%
RKT vs USHY
+20.9%
-30.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | 0.0% |
| 7D | -7.2% | -0.7% | -6.5% | -4.7% |
| 30D | -7.9% | -0.5% | -7.3% | -5.9% |
| 3M | +5.2% | +0.5% | +4.7% | +4.0% |
| 6M | -14.9% | +1.5% | -16.4% | -17.5% |
| YTD | -31.9% | +1.7% | -33.6% | -34.4% |
| 1Y | -36.9% | +3.5% | -40.4% | -42.5% |
| 3Y | +35.7% | +27.2% | +8.6% | -33.8% |
| 5Y | -9.7% | +21.0% | -30.7% | -42.4% |
| All | -9.7% | +20.9% | -30.6% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling