-22.2%
RKT vs ECL
+54.8%
-77.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | +2.1% | -2.6% | +4.7% | +4.1% |
| 30D | +1.4% | -2.2% | +3.6% | +3.0% |
| 3M | +6.3% | +10.1% | -3.8% | -0.4% |
| 6M | -15.5% | -5.7% | -9.7% | -11.5% |
| YTD | -27.4% | +7.0% | -34.3% | -30.3% |
| 1Y | -26.6% | +2.7% | -29.2% | -27.6% |
| 3Y | +41.2% | +57.7% | -16.5% | +1.0% |
| 5Y | -6.4% | +31.1% | -37.6% | -30.5% |
| All | -22.2% | +54.8% | -77.1% | -52.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling