-34.4%
RKT vs W
+15.1%
-49.4%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -2.9% | -2.8% |
| 7D | -1.0% | +5.9% | -6.9% | -3.0% |
| 30D | -2.4% | -3.0% | +0.6% | -1.3% |
| 3M | +1.9% | +40.3% | -38.4% | -11.3% |
| 6M | -13.9% | +32.2% | -46.1% | -24.7% |
| YTD | -30.6% | -0.3% | -30.3% | -35.6% |
| 1Y | -34.4% | +16.2% | -50.5% | -38.7% |
| All | -34.4% | +15.1% | -49.4% | -38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling