+55.2%
EEM vs RKT
-9.3%
+64.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.7% | -9.0% | +11.6% | +3.5% |
| 30D | -5.4% | +30.2% | -35.6% | -7.7% |
| 3M | -8.6% | -8.8% | +0.2% | -8.1% |
| 6M | -8.9% | -0.9% | -7.9% | -9.3% |
| YTD | +11.9% | -29.2% | +41.1% | +13.9% |
| 1Y | +13.1% | -20.1% | +33.1% | +13.9% |
| 3Y | +70.7% | +81.3% | -10.7% | +57.3% |
| 5Y | +31.8% | -6.6% | +38.4% | +22.8% |
| All | +55.2% | -9.3% | +64.6% | +43.2% |
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