-43.3%
TLT vs RKT
-9.3%
-33.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.1% | -9.0% | +5.9% | -2.5% |
| 30D | +1.0% | +30.2% | -29.2% | -0.9% |
| 3M | -2.7% | -8.8% | +6.1% | -2.3% |
| 6M | -4.1% | -0.9% | -3.2% | -4.6% |
| YTD | -5.4% | -29.2% | +23.8% | -4.0% |
| 1Y | -7.0% | -20.1% | +13.0% | -6.6% |
| 3Y | +2.8% | +81.3% | -78.5% | -3.2% |
| 5Y | -35.4% | -6.6% | -28.7% | -38.7% |
| All | -43.3% | -9.3% | -33.9% | -46.7% |
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