-22.2%
RKT vs VO
+103.5%
-125.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -0.8% |
| 7D | +2.1% | -0.3% | +2.4% | +2.6% |
| 30D | +1.4% | -0.3% | +1.8% | +2.3% |
| 3M | +6.3% | +2.9% | +3.3% | +2.7% |
| 6M | -15.5% | +9.3% | -24.8% | -24.5% |
| YTD | -27.4% | +14.2% | -41.6% | -38.8% |
| 1Y | -26.6% | +15.3% | -41.8% | -38.7% |
| 3Y | +41.2% | +56.2% | -15.0% | -23.1% |
| 5Y | -6.4% | +42.4% | -48.9% | -41.9% |
| All | -22.2% | +103.5% | -125.7% | -73.8% |
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