+146.8%
SPYM vs RKT
-9.3%
+156.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.6% | -9.0% | +11.5% | +3.4% |
| 30D | -2.0% | +30.2% | -32.2% | -4.5% |
| 3M | -2.8% | -8.8% | +6.1% | -2.2% |
| 6M | +2.2% | -0.9% | +3.1% | +1.6% |
| YTD | +11.5% | -29.2% | +40.7% | +13.6% |
| 1Y | +13.5% | -20.1% | +33.6% | +14.2% |
| 3Y | +78.0% | +81.3% | -3.3% | +60.8% |
| 5Y | +73.1% | -6.6% | +79.8% | +58.5% |
| All | +146.8% | -9.3% | +156.1% | +122.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling