-22.2%
RKT vs DE
+311.6%
-333.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +2.1% | +10.0% | -7.9% | -1.4% |
| 30D | +1.4% | +13.3% | -11.9% | -3.5% |
| 3M | +6.3% | +17.5% | -11.2% | -0.2% |
| 6M | -15.5% | +13.6% | -29.0% | -19.8% |
| YTD | -27.4% | +49.8% | -77.2% | -38.4% |
| 1Y | -26.6% | +47.9% | -74.4% | -37.5% |
| 3Y | +41.2% | +72.5% | -31.3% | +11.9% |
| 5Y | -6.4% | +90.2% | -96.6% | -30.7% |
| All | -22.2% | +311.6% | -333.8% | -69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling