-26.6%
RKT vs EFV
+30.7%
-57.3%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -0.9% |
| 7D | +2.1% | +1.5% | +0.6% | -0.5% |
| 30D | +1.4% | +1.7% | -0.3% | -1.6% |
| 3M | +6.3% | +8.6% | -2.4% | -8.9% |
| 6M | -15.5% | +11.7% | -27.1% | -30.6% |
| YTD | -27.4% | +19.3% | -46.6% | -47.7% |
| 1Y | -26.6% | +30.2% | -56.8% | -55.0% |
| All | -26.6% | +30.7% | -57.3% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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