+1.7%
RKT vs ECL
+37.7%
-36.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +3.0% |
| 7D | +17.7% | -0.8% | +18.4% | +18.5% |
| 30D | +31.6% | +8.1% | +23.5% | +24.0% |
| 3M | +13.9% | +6.4% | +7.6% | +8.6% |
| 6M | +2.8% | +14.8% | -12.0% | -7.3% |
| YTD | -22.2% | +15.5% | -37.7% | -30.0% |
| 1Y | -3.5% | +20.1% | -23.6% | -15.6% |
| 3Y | +95.3% | +77.8% | +17.5% | +20.6% |
| All | +1.7% | +37.7% | -36.0% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling