-22.7%
U vs RKT
-28.1%
+5.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.2% |
| 7D | +2.6% | -9.0% | +11.5% | +6.2% |
| 30D | +27.6% | +30.2% | -2.6% | +14.2% |
| 3M | +15.3% | -8.8% | +24.2% | +18.2% |
| 6M | +96.4% | -0.9% | +97.3% | +91.7% |
| YTD | +19.6% | -29.2% | +48.7% | +33.5% |
| 1Y | +42.1% | -20.1% | +62.2% | +51.1% |
| 3Y | +87.5% | +81.3% | +6.2% | +28.6% |
| 5Y | -73.1% | -6.6% | -66.5% | -79.1% |
| All | -22.7% | -28.1% | +5.4% | -40.4% |
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