-27.0%
RKT vs EFX
+8.9%
-35.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -7.2% | -11.1% | +3.9% | -0.3% |
| 30D | -7.9% | -7.4% | -0.5% | -3.6% |
| 3M | +5.2% | +1.5% | +3.7% | +3.0% |
| 6M | -14.9% | -13.7% | -1.2% | -7.8% |
| YTD | -31.9% | -21.9% | -10.0% | -22.4% |
| 1Y | -36.9% | -30.8% | -6.1% | -22.2% |
| 3Y | +35.7% | -12.4% | +48.1% | +39.6% |
| 5Y | -9.7% | -35.9% | +26.3% | +2.7% |
| All | -27.0% | +8.9% | -35.9% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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