-38.4%
U vs RKT
-30.9%
-7.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.4% |
| 7D | 0.0% | -7.2% | +7.2% | +2.9% |
| 30D | -4.1% | -7.9% | +3.8% | -1.4% |
| 3M | +57.8% | +5.2% | +52.6% | +52.2% |
| 6M | +103.5% | -14.9% | +118.4% | +111.2% |
| YTD | -4.8% | -31.9% | +27.1% | +8.9% |
| 1Y | -2.4% | -36.9% | +34.5% | +14.1% |
| 3Y | +11.7% | +35.7% | -24.1% | -13.2% |
| 5Y | -68.9% | -9.7% | -59.2% | -75.2% |
| All | -38.4% | -30.9% | -7.6% | -51.4% |
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 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