+1,249.4%
STX vs RKT
-4.5%
+1,253.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +4.0% | -0.4% |
| 7D | -17.3% | +4.6% | -21.9% | -17.8% |
| 30D | -35.9% | +25.9% | -61.8% | -37.8% |
| 3M | -37.3% | +5.0% | -42.3% | -38.0% |
| 6M | -35.8% | -7.9% | -27.9% | -36.0% |
| YTD | +82.7% | -25.4% | +108.1% | +85.9% |
| 1Y | +71.6% | -15.4% | +87.0% | +72.0% |
| 3Y | +635.3% | +83.3% | +552.0% | +545.5% |
| 5Y | +483.8% | -0.8% | +484.6% | +415.8% |
| All | +1,249.4% | -4.5% | +1,253.9% | +1,065.1% |
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 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