-37.6%
RKT vs EFV
+27.7%
-65.2%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -2.1% |
| 7D | -6.3% | -0.8% | -5.5% | -4.8% |
| 30D | -6.2% | +0.6% | -6.8% | -7.1% |
| 3M | -1.9% | +7.5% | -9.4% | -14.4% |
| 6M | -13.0% | +13.0% | -26.0% | -30.1% |
| YTD | -31.9% | +18.3% | -50.2% | -50.3% |
| 1Y | -37.6% | +26.7% | -64.3% | -60.2% |
| All | -37.6% | +27.7% | -65.2% | -60.2% |
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