-24.1%
RKT vs VO
+103.2%
-127.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.9% | -4.2% | -3.7% |
| 7D | -7.5% | +2.9% | -10.4% | -11.5% |
| 30D | +26.6% | +1.0% | +25.6% | +24.5% |
| 3M | -2.4% | -1.7% | -0.7% | +0.3% |
| 6M | -7.4% | +6.7% | -14.1% | -14.9% |
| YTD | -29.2% | +14.0% | -43.2% | -40.2% |
| 1Y | -23.5% | +13.7% | -37.2% | -34.9% |
| 3Y | +73.9% | +65.8% | +8.1% | -13.7% |
| 5Y | -6.6% | +36.6% | -43.2% | -39.1% |
| All | -24.1% | +103.2% | -127.3% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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