-25.7%
RKT vs W
-67.0%
+41.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -2.9% | -2.8% |
| 7D | -1.0% | +5.9% | -6.9% | -2.6% |
| 30D | -2.4% | -3.0% | +0.6% | -1.5% |
| 3M | +1.9% | +40.3% | -38.4% | -8.8% |
| 6M | -13.9% | +32.2% | -46.1% | -21.9% |
| YTD | -30.6% | -0.3% | -30.3% | -32.4% |
| 1Y | -34.4% | +16.2% | -50.5% | -39.7% |
| 3Y | +38.2% | +40.7% | -2.5% | +9.9% |
| 5Y | -9.7% | -62.3% | +52.7% | -20.8% |
| All | -25.7% | -67.0% | +41.3% | -32.2% |
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