-27.1%
RKT vs VICR
+136.2%
-163.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.2% | -11.2% | -2.2% |
| 7D | -6.3% | +5.0% | -11.2% | -7.2% |
| 30D | -6.2% | -12.5% | +6.3% | -4.4% |
| 3M | -1.9% | -33.6% | +31.7% | +3.3% |
| 6M | -13.0% | +10.7% | -23.7% | -20.1% |
| YTD | -31.9% | +80.6% | -112.5% | -44.0% |
| 1Y | -37.6% | +288.4% | -325.9% | -57.0% |
| 3Y | +36.8% | +213.8% | -177.0% | -8.4% |
| 5Y | -9.7% | +58.8% | -68.6% | -38.0% |
| All | -27.1% | +136.2% | -163.2% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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