+1.7%
RKT vs ED
+80.7%
-79.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +2.7% |
| 7D | +17.7% | +1.6% | +16.0% | +16.8% |
| 30D | +31.6% | +13.3% | +18.3% | +24.6% |
| 3M | +13.9% | +9.7% | +4.2% | +9.3% |
| 6M | +2.8% | +12.8% | -10.0% | -2.9% |
| YTD | -22.2% | +22.3% | -44.5% | -29.9% |
| 1Y | -3.5% | +26.3% | -29.8% | -14.9% |
| 3Y | +95.3% | +45.0% | +50.2% | +54.2% |
| All | +1.7% | +80.7% | -79.0% | -22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling