-42.5%
TLT vs RKT
-4.5%
-38.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.9% | +3.6% | -1.0% |
| 7D | -0.3% | +4.6% | -4.9% | -0.6% |
| 30D | +3.7% | +25.9% | -22.2% | +1.9% |
| 3M | -0.7% | +5.0% | -5.7% | -1.2% |
| 6M | -4.2% | -7.9% | +3.7% | -4.2% |
| YTD | -4.0% | -25.4% | +21.4% | -3.0% |
| 1Y | -5.8% | -15.4% | +9.6% | -5.8% |
| 3Y | +4.1% | +83.3% | -79.2% | -2.2% |
| 5Y | -34.8% | -0.8% | -34.0% | -38.4% |
| All | -42.5% | -4.5% | -38.0% | -46.2% |
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