-23.6%
RKT vs WY
+1.9%
-25.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.3% | -0.6% |
| 7D | +6.0% | -2.1% | +8.0% | +7.7% |
| 30D | +0.7% | -10.5% | +11.1% | +10.0% |
| 3M | +11.8% | -4.9% | +16.7% | +15.9% |
| 6M | -7.6% | -4.9% | -2.7% | -3.9% |
| YTD | -28.7% | -1.7% | -27.0% | -27.8% |
| 1Y | -32.6% | -9.4% | -23.2% | -27.5% |
| 3Y | +42.1% | -22.3% | +64.4% | +76.2% |
| 5Y | -7.2% | -20.5% | +13.4% | +19.5% |
| All | -23.6% | +1.9% | -25.5% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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