+2,281.3%
STX vs RKT
-11.2%
+2,292.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.7% | -1.7% |
| 7D | +9.6% | -1.0% | +10.5% | +9.6% |
| 30D | +10.6% | -2.4% | +13.0% | +10.7% |
| 3M | +4.8% | +1.9% | +2.9% | +3.7% |
| 6M | +137.3% | -13.9% | +151.1% | +138.4% |
| YTD | +222.5% | -30.6% | +253.1% | +232.0% |
| 1Y | +366.2% | -34.4% | +400.6% | +381.6% |
| 3Y | +1,352.9% | +38.2% | +1,314.7% | +1,221.3% |
| 5Y | +1,077.4% | -9.7% | +1,087.1% | +952.8% |
| All | +2,281.3% | -11.2% | +2,292.5% | +1,980.6% |
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