-20.0%
RKT vs ED
+101.8%
-121.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.8% | -5.6% | -5.2% |
| 7D | +4.6% | +2.1% | +2.5% | +3.7% |
| 30D | +25.9% | +12.4% | +13.4% | +20.2% |
| 3M | +5.0% | +13.1% | -8.1% | 0.0% |
| 6M | -7.9% | +14.1% | -22.0% | -12.9% |
| YTD | -25.4% | +23.1% | -48.4% | -32.0% |
| 1Y | -15.4% | +25.4% | -40.8% | -23.9% |
| 3Y | +83.3% | +47.9% | +35.5% | +49.9% |
| 5Y | -0.8% | +81.9% | -82.7% | -22.4% |
| All | -20.0% | +101.8% | -121.9% | -40.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling