+181.2%
TER vs RKT
-9.3%
+190.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +14.4% | -9.0% | +23.3% | +16.1% |
| 30D | -30.6% | +30.2% | -60.8% | -33.9% |
| 3M | -39.2% | -8.8% | -30.3% | -38.7% |
| 6M | -31.3% | -0.9% | -30.3% | -32.1% |
| YTD | +29.1% | -29.2% | +58.3% | +33.9% |
| 1Y | +47.4% | -20.1% | +67.5% | +50.1% |
| 3Y | +191.2% | +81.3% | +109.9% | +149.0% |
| 5Y | +74.0% | -6.6% | +80.6% | +52.3% |
| All | +181.2% | -9.3% | +190.5% | +144.3% |
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