-7.2%
RKT vs VMC
+52.4%
-59.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -0.5% |
| 7D | +6.0% | -0.5% | +6.5% | +6.4% |
| 30D | +0.7% | -9.1% | +9.8% | +8.2% |
| 3M | +11.8% | -4.1% | +16.0% | +15.9% |
| 6M | -7.6% | -5.5% | -2.1% | -3.2% |
| YTD | -28.7% | -8.9% | -19.7% | -23.3% |
| 1Y | -32.6% | -12.9% | -19.6% | -25.3% |
| 3Y | +42.1% | +22.1% | +20.0% | +19.2% |
| 5Y | -7.2% | +52.7% | -59.9% | -34.1% |
| All | -7.2% | +52.4% | -59.6% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling