-11.4%
RKT vs VTR
+87.5%
-99.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | -6.3% | -0.3% | -5.9% | -6.1% |
| 30D | -6.2% | +1.1% | -7.3% | -6.8% |
| 3M | -1.9% | +7.9% | -9.8% | -7.7% |
| 6M | -13.0% | +6.2% | -19.2% | -17.5% |
| YTD | -31.9% | +17.7% | -49.6% | -40.1% |
| 1Y | -37.6% | +32.9% | -70.5% | -49.9% |
| 3Y | +36.8% | +129.7% | -92.9% | -27.5% |
| All | -11.4% | +87.5% | -99.0% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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