+81.3%
RKT vs EFV
+91.8%
-10.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.5% |
| 7D | -9.0% | +2.5% | -11.5% | -12.1% |
| 30D | +30.2% | +2.9% | +27.3% | +25.1% |
| 3M | -8.8% | -1.4% | -7.4% | -6.9% |
| 6M | -0.9% | +5.5% | -6.5% | -7.9% |
| YTD | -29.2% | +16.1% | -45.3% | -41.3% |
| 1Y | -20.1% | +20.3% | -40.3% | -36.6% |
| 3Y | +81.3% | +90.4% | -9.1% | -41.2% |
| All | +81.3% | +91.8% | -10.5% | -41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling