+42.1%
RKT vs ECL
+58.2%
-16.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.5% |
| 7D | +6.0% | -0.8% | +6.7% | +6.6% |
| 30D | +0.7% | -2.5% | +3.1% | +2.5% |
| 3M | +11.8% | +8.3% | +3.5% | +6.1% |
| 6M | -7.6% | -1.1% | -6.5% | -7.0% |
| YTD | -28.7% | +6.5% | -35.2% | -31.2% |
| 1Y | -32.6% | +2.1% | -34.6% | -33.4% |
| 3Y | +42.1% | +57.6% | -15.5% | -3.5% |
| All | +42.1% | +58.2% | -16.1% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling