-33.7%
TLT vs RKT
-8.7%
-25.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.2% |
| 7D | +0.4% | +6.0% | -5.6% | -0.2% |
| 30D | -0.3% | +0.7% | -1.0% | -0.5% |
| 3M | -1.7% | +11.8% | -13.6% | -3.3% |
| 6M | -4.9% | -7.6% | +2.7% | -4.9% |
| YTD | -2.8% | -28.7% | +25.9% | -0.6% |
| 1Y | -4.2% | -32.6% | +28.4% | -1.7% |
| 3Y | -1.1% | +42.1% | -43.2% | -10.1% |
| 5Y | -33.7% | -7.2% | -26.6% | -42.4% |
| All | -33.7% | -8.7% | -25.0% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling