-25.7%
RKT vs ED
+81.9%
-107.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.0% | -2.5% |
| 7D | -1.0% | -0.2% | -0.8% | -0.9% |
| 30D | -2.4% | +1.9% | -4.3% | -3.2% |
| 3M | +1.9% | +1.9% | 0.0% | +0.9% |
| 6M | -13.9% | -2.3% | -11.6% | -13.4% |
| YTD | -30.6% | +10.9% | -41.5% | -34.2% |
| 1Y | -34.4% | +14.5% | -48.9% | -38.9% |
| 3Y | +38.2% | +33.4% | +4.8% | +17.7% |
| 5Y | -9.7% | +67.3% | -76.9% | -26.6% |
| All | -25.7% | +81.9% | -107.6% | -42.6% |
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