+147.8%
SPYM vs RKT
-9.3%
+157.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.1% | +4.7% | +0.1% |
| 7D | +3.3% | -7.5% | +10.8% | +4.0% |
| 30D | -2.6% | +26.6% | -29.2% | -4.9% |
| 3M | -1.7% | -2.4% | +0.7% | -1.8% |
| 6M | +3.1% | -7.4% | +10.5% | +3.1% |
| YTD | +12.0% | -29.2% | +41.2% | +14.0% |
| 1Y | +12.1% | -23.5% | +35.6% | +13.2% |
| 3Y | +78.5% | +73.9% | +4.6% | +61.9% |
| 5Y | +73.8% | -6.6% | +80.5% | +59.1% |
| All | +147.8% | -9.3% | +157.1% | +123.0% |
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