-7.2%
RKT vs ECL
+29.5%
-36.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.6% |
| 3M | +11.8% | +8.3% | +3.5% | +5.6% |
| 6M | -7.6% | -1.1% | -6.5% | -6.4% |
| YTD | -28.7% | +6.5% | -35.2% | -31.6% |
| 1Y | -32.6% | +2.1% | -34.6% | -33.4% |
| 3Y | +42.1% | +57.6% | -15.5% | -2.3% |
| 5Y | -7.2% | +28.1% | -35.2% | -35.5% |
| All | -7.2% | +29.5% | -36.7% | -35.5% |
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 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