-20.1%
RKT vs ED
+101.7%
-121.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -3.8% | -0.9% | -2.9% | -3.5% |
| 30D | +32.8% | +11.2% | +21.7% | +27.4% |
| 3M | +0.8% | +11.8% | -10.9% | -3.5% |
| 6M | -2.6% | +14.1% | -16.7% | -7.9% |
| YTD | -25.4% | +23.0% | -48.4% | -32.0% |
| 1Y | -19.1% | +23.7% | -42.8% | -26.7% |
| 3Y | +83.2% | +47.7% | +35.4% | +49.9% |
| 5Y | +0.8% | +82.6% | -81.8% | -21.1% |
| All | -20.1% | +101.7% | -121.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling