+48.8%
SPGI vs RKT
+0.4%
+48.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | -0.9% | +10.3% | -11.2% | -1.8% |
| 30D | +15.5% | +32.3% | -16.8% | +12.2% |
| 3M | +15.7% | +10.7% | +5.0% | +14.2% |
| 6M | +19.1% | -3.2% | +22.3% | +18.6% |
| YTD | -4.1% | -21.5% | +17.5% | -3.2% |
| 1Y | +1.2% | -6.0% | +7.2% | +0.1% |
| 3Y | +31.6% | +104.2% | -72.6% | +16.0% |
| 5Y | +12.4% | +2.5% | +10.0% | +0.5% |
| All | +48.8% | +0.4% | +48.4% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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