+65.8%
T vs RKT
-11.2%
+77.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -1.7% |
| 7D | -3.1% | -1.0% | -2.1% | -3.0% |
| 30D | +4.6% | -2.4% | +7.0% | +4.6% |
| 3M | +12.2% | +1.9% | +10.3% | +11.9% |
| 6M | -6.5% | -13.9% | +7.4% | -6.2% |
| YTD | +4.9% | -30.6% | +35.5% | +5.8% |
| 1Y | -10.5% | -34.4% | +23.9% | -9.6% |
| 3Y | +104.6% | +38.2% | +66.4% | +96.0% |
| 5Y | +64.2% | -9.7% | +73.9% | +55.7% |
| All | +65.8% | -11.2% | +77.0% | +55.1% |
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