-22.2%
RKT vs VMC
+121.0%
-143.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.7% |
| 7D | +2.1% | -4.3% | +6.4% | +4.8% |
| 30D | +1.4% | -8.2% | +9.7% | +6.8% |
| 3M | +6.3% | -7.0% | +13.3% | +11.4% |
| 6M | -15.5% | -10.8% | -4.7% | -9.3% |
| YTD | -27.4% | -7.4% | -20.0% | -23.6% |
| 1Y | -26.6% | -9.5% | -17.1% | -21.9% |
| 3Y | +41.2% | +20.5% | +20.8% | +28.4% |
| 5Y | -6.4% | +51.6% | -58.0% | -24.4% |
| All | -22.2% | +121.0% | -143.2% | -44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling