-24.1%
RKT vs Z
-57.8%
+33.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -1.6% |
| 7D | -9.0% | +0.8% | -9.8% | -9.3% |
| 30D | +30.2% | +5.2% | +25.0% | +26.6% |
| 3M | -8.8% | -17.0% | +8.2% | -1.5% |
| 6M | -0.9% | -22.7% | +21.7% | +10.3% |
| YTD | -29.2% | -56.3% | +27.1% | 0.0% |
| 1Y | -20.1% | -57.7% | +37.6% | +14.3% |
| 3Y | +81.3% | -16.5% | +97.9% | +90.7% |
| 5Y | -6.6% | -53.4% | +46.8% | +12.2% |
| All | -24.1% | -57.8% | +33.7% | -49.6% |
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