-27.0%
RKT vs Z
-55.8%
+28.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -0.5% |
| 7D | -7.2% | -11.6% | +4.3% | -2.0% |
| 30D | -7.9% | -8.5% | +0.6% | -4.2% |
| 3M | +5.2% | -7.9% | +13.1% | +8.9% |
| 6M | -14.9% | -29.1% | +14.2% | -1.6% |
| YTD | -31.9% | -54.2% | +22.3% | -5.3% |
| 1Y | -36.9% | -63.5% | +26.6% | -3.3% |
| 3Y | +35.7% | -38.6% | +74.3% | +61.5% |
| 5Y | -9.7% | -66.0% | +56.3% | +14.1% |
| All | -27.0% | -55.8% | +28.8% | -52.3% |
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