-22.2%
RKT vs W
-67.2%
+45.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.7% | -1.9% |
| 7D | +2.1% | -4.2% | +6.3% | +3.4% |
| 30D | +1.4% | -7.6% | +9.0% | +3.8% |
| 3M | +6.3% | +37.2% | -30.9% | -4.2% |
| 6M | -15.5% | +26.3% | -41.8% | -22.4% |
| YTD | -27.4% | -1.0% | -26.4% | -29.1% |
| 1Y | -26.6% | +20.1% | -46.7% | -33.2% |
| 3Y | +41.2% | +37.8% | +3.4% | +12.8% |
| 5Y | -6.4% | -63.7% | +57.2% | -17.3% |
| All | -22.2% | -67.2% | +45.0% | -28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling