-19.1%
RKT vs W
+2.1%
-21.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.8% |
| 7D | -3.8% | -7.4% | +3.6% | -0.9% |
| 30D | +32.8% | +7.8% | +25.0% | +28.0% |
| 3M | +0.8% | +10.9% | -10.0% | -4.2% |
| 6M | -2.6% | +86.4% | -89.1% | -27.9% |
| YTD | -25.4% | +14.0% | -39.4% | -34.6% |
| 1Y | -19.1% | +3.5% | -22.6% | -24.9% |
| All | -19.1% | +2.1% | -21.2% | -24.9% |
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