-20.1%
RKT vs W
-62.2%
+42.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.6% |
| 7D | -3.8% | -7.4% | +3.6% | -1.7% |
| 30D | +32.8% | +7.8% | +25.0% | +29.5% |
| 3M | +0.8% | +10.9% | -10.0% | -2.6% |
| 6M | -2.6% | +86.4% | -89.1% | -20.1% |
| YTD | -25.4% | +14.0% | -39.4% | -30.5% |
| 1Y | -19.1% | +3.5% | -22.6% | -22.7% |
| 3Y | +83.2% | +164.8% | -81.6% | +22.7% |
| 5Y | +0.8% | -53.1% | +54.0% | -16.7% |
| All | -20.1% | -62.2% | +42.1% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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