-27.1%
RKT vs EFV
+158.6%
-185.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -1.4% |
| 7D | -6.3% | -0.8% | -5.5% | -5.3% |
| 30D | -6.2% | +0.6% | -6.8% | -6.8% |
| 3M | -1.9% | +7.5% | -9.4% | -10.0% |
| 6M | -13.0% | +13.0% | -26.0% | -23.9% |
| YTD | -31.9% | +18.3% | -50.2% | -43.3% |
| 1Y | -37.6% | +26.7% | -64.3% | -51.7% |
| 3Y | +36.8% | +89.6% | -52.8% | -31.5% |
| 5Y | -9.7% | +98.2% | -108.0% | -57.8% |
| All | -27.1% | +158.6% | -185.7% | -72.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling