-12.2%
RKT vs VSXY
+42.7%
-54.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.6% | -2.7% |
| 7D | +6.0% | -6.8% | +12.8% | +7.2% |
| 30D | +0.7% | -20.4% | +21.0% | +5.5% |
| 3M | +11.8% | +2.9% | +8.9% | +10.1% |
| 6M | -7.6% | +67.9% | -75.5% | -21.6% |
| YTD | -28.7% | +44.9% | -73.5% | -37.5% |
| 1Y | -32.6% | +205.9% | -238.5% | -51.5% |
| 3Y | +42.1% | +373.9% | -331.8% | -17.6% |
| 5Y | -7.2% | +23.5% | -30.6% | -31.4% |
| All | -12.2% | +42.7% | -54.9% | -34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling