-27.1%
RKT vs VYM
+136.9%
-163.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.7% | -1.0% |
| 7D | -6.3% | -0.8% | -5.5% | -5.2% |
| 30D | -6.2% | -2.2% | -3.9% | -3.0% |
| 3M | -1.9% | +3.1% | -4.9% | -5.7% |
| 6M | -13.0% | +9.7% | -22.7% | -22.7% |
| YTD | -31.9% | +14.9% | -46.8% | -43.0% |
| 1Y | -37.6% | +17.6% | -55.1% | -49.1% |
| 3Y | +36.8% | +65.3% | -28.5% | -29.2% |
| 5Y | -9.7% | +78.7% | -88.5% | -55.2% |
| All | -27.1% | +136.9% | -163.9% | -74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling