-36.9%
RKT vs VMC
-13.8%
-23.1%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -2.0% |
| 7D | -7.2% | -3.7% | -3.5% | -4.1% |
| 30D | -7.9% | -12.8% | +4.9% | +3.9% |
| 3M | +5.2% | -7.9% | +13.1% | +13.1% |
| 6M | -14.9% | -7.5% | -7.4% | -8.9% |
| YTD | -31.9% | -11.6% | -20.2% | -24.6% |
| 1Y | -36.9% | -14.3% | -22.6% | -29.5% |
| All | -36.9% | -13.8% | -23.1% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling