-24.1%
RKT vs ECL
+69.2%
-93.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.1% | -3.9% | -4.2% |
| 7D | -7.5% | -0.5% | -7.0% | -7.2% |
| 30D | +26.6% | +6.6% | +20.0% | +21.2% |
| 3M | -2.4% | +9.6% | -12.0% | -8.6% |
| 6M | -7.4% | +21.6% | -29.0% | -19.0% |
| YTD | -29.2% | +16.9% | -46.1% | -36.2% |
| 1Y | -23.5% | +17.9% | -41.4% | -31.4% |
| 3Y | +73.9% | +76.5% | -2.6% | +14.7% |
| 5Y | -6.6% | +36.6% | -43.2% | -33.4% |
| All | -24.1% | +69.2% | -93.4% | -56.1% |
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