-20.1%
RKT vs EFX
-7.6%
-12.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.4% |
| 7D | -9.0% | -0.8% | -8.2% | -8.6% |
| 30D | +30.2% | +25.1% | +5.1% | +16.9% |
| 3M | -8.8% | +1.7% | -10.5% | -10.2% |
| 6M | -0.9% | +18.4% | -19.3% | -8.9% |
| YTD | -29.2% | -12.5% | -16.7% | -22.7% |
| 1Y | -20.1% | -8.1% | -12.0% | -16.9% |
| All | -20.1% | -7.6% | -12.4% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling