-9.7%
RKT vs DE
+97.0%
-106.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -7.2% | -2.4% | -4.9% | -6.3% |
| 30D | -7.9% | +9.7% | -17.6% | -11.9% |
| 3M | +5.2% | +21.4% | -16.2% | -3.8% |
| 6M | -14.9% | +15.0% | -29.9% | -20.6% |
| YTD | -31.9% | +46.4% | -78.3% | -43.6% |
| 1Y | -36.9% | +45.6% | -82.5% | -47.8% |
| 3Y | +35.7% | +76.8% | -41.1% | +0.6% |
| 5Y | -9.7% | +99.4% | -109.1% | -39.8% |
| All | -9.7% | +97.0% | -106.7% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling