+75.1%
EEM vs RKT
-7.0%
+82.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +1.9% |
| 7D | +2.3% | +2.1% | +0.2% | +2.1% |
| 30D | +4.5% | +1.4% | +3.1% | +4.3% |
| 3M | -0.1% | +6.3% | -6.3% | -0.9% |
| 6M | +16.9% | -15.5% | +32.4% | +17.9% |
| YTD | +26.2% | -27.4% | +53.6% | +28.4% |
| 1Y | +40.5% | -26.6% | +67.1% | +42.4% |
| 3Y | +86.2% | +41.2% | +44.9% | +74.9% |
| 5Y | +45.5% | -6.4% | +51.9% | +35.6% |
| All | +75.1% | -7.0% | +82.1% | +61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling