-27.1%
RKT vs DE
+301.0%
-328.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -6.3% | -2.6% | -3.7% | -5.4% |
| 30D | -6.2% | +9.0% | -15.2% | -9.5% |
| 3M | -1.9% | +19.1% | -21.0% | -8.4% |
| 6M | -13.0% | +14.4% | -27.4% | -17.8% |
| YTD | -31.9% | +45.9% | -77.9% | -41.7% |
| 1Y | -37.6% | +43.6% | -81.2% | -46.3% |
| 3Y | +36.8% | +75.9% | -39.1% | +7.9% |
| 5Y | -9.7% | +98.8% | -108.5% | -32.7% |
| All | -27.1% | +301.0% | -328.1% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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