+35.6%
SPGI vs RKT
-8.7%
+44.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -3.0% |
| 7D | -2.5% | +6.0% | -8.5% | -3.0% |
| 30D | +5.4% | +0.7% | +4.8% | +5.3% |
| 3M | +9.0% | +11.8% | -2.8% | +7.5% |
| 6M | +0.8% | -7.6% | +8.4% | +0.8% |
| YTD | -12.6% | -28.7% | +16.1% | -10.7% |
| 1Y | -16.1% | -32.6% | +16.4% | -14.1% |
| 3Y | +19.0% | +42.1% | -23.1% | +8.9% |
| 5Y | +5.1% | -7.2% | +12.2% | -5.0% |
| All | +35.6% | -8.7% | +44.3% | +21.2% |
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