-11.4%
RKT vs VYM
+77.5%
-89.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.7% | -1.2% |
| 7D | -6.3% | -0.8% | -5.5% | -5.0% |
| 30D | -6.2% | -2.2% | -3.9% | -2.5% |
| 3M | -1.9% | +3.1% | -4.9% | -6.3% |
| 6M | -13.0% | +9.7% | -22.7% | -24.0% |
| YTD | -31.9% | +14.9% | -46.8% | -44.5% |
| 1Y | -37.6% | +17.6% | -55.1% | -50.7% |
| 3Y | +36.8% | +65.3% | -28.5% | -37.8% |
| All | -11.4% | +77.5% | -89.0% | -61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling