-26.6%
RKT vs ED
+12.4%
-39.0%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.3% |
| 7D | +2.1% | -0.2% | +2.3% | +2.1% |
| 30D | +1.4% | -0.1% | +1.6% | +1.4% |
| 3M | +6.3% | +3.9% | +2.3% | +7.3% |
| 6M | -15.5% | -3.0% | -12.4% | -16.2% |
| YTD | -27.4% | +10.7% | -38.1% | -24.0% |
| 1Y | -26.6% | +13.3% | -39.9% | -23.4% |
| All | -26.6% | +12.4% | -39.0% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling