-20.0%
RKT vs Z
-59.0%
+38.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.5% | +0.6% | -2.4% |
| 7D | +4.6% | -6.5% | +11.1% | +7.5% |
| 30D | +25.9% | -0.1% | +26.0% | +25.4% |
| 3M | +5.0% | -14.1% | +19.1% | +11.8% |
| 6M | -7.9% | -30.1% | +22.1% | +7.3% |
| YTD | -25.4% | -57.5% | +32.2% | +6.8% |
| 1Y | -15.4% | -60.3% | +44.9% | +24.6% |
| 3Y | +83.3% | -21.0% | +104.3% | +97.4% |
| 5Y | -0.8% | -54.9% | +54.1% | +20.9% |
| All | -20.0% | -59.0% | +38.9% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling