+147.3%
SPYM vs RKT
-12.8%
+160.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.4% |
| 7D | -2.0% | -7.2% | +5.3% | -1.3% |
| 30D | -1.6% | -7.9% | +6.3% | -1.0% |
| 3M | +4.7% | +5.2% | -0.4% | +3.9% |
| 6M | +12.6% | -14.9% | +27.5% | +13.4% |
| YTD | +11.8% | -31.9% | +43.7% | +14.5% |
| 1Y | +17.5% | -36.9% | +54.4% | +20.9% |
| 3Y | +77.0% | +35.7% | +41.2% | +64.3% |
| 5Y | +82.6% | -9.7% | +92.3% | +68.0% |
| All | +147.3% | -12.8% | +160.1% | +123.9% |
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