-23.6%
RKT vs USHY
+34.2%
-57.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.7% |
| 7D | +6.0% | 0.0% | +6.0% | +5.9% |
| 30D | +0.7% | 0.0% | +0.7% | +0.9% |
| 3M | +11.8% | +1.2% | +10.7% | +8.0% |
| 6M | -7.6% | +2.6% | -10.2% | -13.9% |
| YTD | -28.7% | +2.4% | -31.1% | -33.0% |
| 1Y | -32.6% | +4.2% | -36.8% | -40.1% |
| 3Y | +42.1% | +28.0% | +14.1% | -33.3% |
| 5Y | -7.2% | +21.8% | -28.9% | -41.4% |
| All | -23.6% | +34.2% | -57.8% | -68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling