-20.1%
RKT vs VMC
+139.7%
-159.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.6% |
| 7D | -3.8% | -4.3% | +0.5% | -1.3% |
| 30D | +32.8% | +16.2% | +16.6% | +21.5% |
| 3M | +0.8% | -0.8% | +1.7% | +1.3% |
| 6M | -2.6% | +1.2% | -3.8% | -2.9% |
| YTD | -25.4% | +0.5% | -25.9% | -25.2% |
| 1Y | -19.1% | -2.9% | -16.2% | -17.4% |
| 3Y | +83.2% | +37.3% | +45.8% | +54.9% |
| 5Y | +0.8% | +48.8% | -47.9% | -22.7% |
| All | -20.1% | +139.7% | -159.8% | -45.2% |
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