+332.3%
TER vs RKT
-11.2%
+343.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.8% | +5.9% | +3.6% |
| 7D | +12.4% | -1.0% | +13.3% | +12.4% |
| 30D | +5.1% | -2.4% | +7.5% | +5.4% |
| 3M | +4.0% | +1.9% | +2.1% | +3.0% |
| 6M | +29.5% | -13.9% | +43.4% | +31.9% |
| YTD | +98.5% | -30.6% | +129.1% | +107.9% |
| 1Y | +234.1% | -34.4% | +268.4% | +250.8% |
| 3Y | +289.0% | +38.2% | +250.8% | +248.0% |
| 5Y | +228.2% | -9.7% | +237.8% | +190.2% |
| All | +332.3% | -11.2% | +343.5% | +279.5% |
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