+104.2%
RKT vs W
+151.3%
-47.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.6% | -3.7% | -0.7% |
| 7D | +10.3% | +3.3% | +7.0% | +9.0% |
| 30D | +32.3% | +10.5% | +21.8% | +27.4% |
| 3M | +10.7% | +9.6% | +1.1% | +6.7% |
| 6M | -3.2% | +76.4% | -79.6% | -21.4% |
| YTD | -21.5% | +16.4% | -37.9% | -28.6% |
| 1Y | -6.0% | +9.3% | -15.3% | -13.1% |
| 3Y | +104.2% | +172.8% | -68.6% | +25.4% |
| All | +104.2% | +151.3% | -47.1% | +25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling