-25.7%
RKT vs ECL
+50.9%
-76.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.6% | -1.2% |
| 7D | -1.0% | -2.7% | +1.8% | +1.1% |
| 30D | -2.4% | -4.3% | +1.9% | +0.7% |
| 3M | +1.9% | +3.2% | -1.3% | 0.0% |
| 6M | -13.9% | -2.9% | -11.0% | -11.6% |
| YTD | -30.6% | +4.3% | -34.9% | -32.2% |
| 1Y | -34.4% | +1.6% | -36.0% | -34.8% |
| 3Y | +38.2% | +54.3% | -16.1% | +0.5% |
| 5Y | -9.7% | +26.5% | -36.1% | -31.3% |
| All | -25.7% | +50.9% | -76.6% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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