-9.7%
RKT vs VSXY
+15.5%
-25.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.0% |
| 7D | -7.2% | -0.3% | -6.9% | -7.2% |
| 30D | -7.9% | -22.1% | +14.2% | -2.6% |
| 3M | +5.2% | -1.1% | +6.3% | +4.4% |
| 6M | -14.9% | +53.8% | -68.7% | -27.1% |
| YTD | -31.9% | +35.5% | -67.4% | -39.9% |
| 1Y | -36.9% | +186.0% | -222.9% | -55.1% |
| 3Y | +35.7% | +343.2% | -307.5% | -24.9% |
| 5Y | -9.7% | +19.0% | -28.7% | -28.9% |
| All | -9.7% | +15.5% | -25.2% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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