-25.7%
RKT vs VYM
+136.5%
-162.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.2% | -2.0% |
| 7D | -1.0% | -1.0% | 0.0% | +0.5% |
| 30D | -2.4% | -2.0% | -0.4% | +0.6% |
| 3M | +1.9% | +3.1% | -1.2% | -2.0% |
| 6M | -13.9% | +8.9% | -22.7% | -22.6% |
| YTD | -30.6% | +14.7% | -45.4% | -41.8% |
| 1Y | -34.4% | +19.4% | -53.8% | -47.6% |
| 3Y | +38.2% | +65.4% | -27.2% | -28.6% |
| 5Y | -9.7% | +77.6% | -87.2% | -54.9% |
| All | -25.7% | +136.5% | -162.2% | -74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling