+76.8%
TMUS vs RKT
-8.7%
+85.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.2% |
| 7D | -0.3% | +6.0% | -6.2% | -0.5% |
| 30D | +3.1% | +0.7% | +2.5% | +3.1% |
| 3M | +2.4% | +11.8% | -9.4% | +1.8% |
| 6M | -17.1% | -7.6% | -9.5% | -17.1% |
| YTD | -9.1% | -28.7% | +19.6% | -8.4% |
| 1Y | -23.6% | -32.6% | +8.9% | -22.9% |
| 3Y | +38.8% | +42.1% | -3.3% | +32.3% |
| 5Y | +43.0% | -7.2% | +50.1% | +35.9% |
| All | +76.8% | -8.7% | +85.5% | +64.3% |
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