-6.6%
RKT vs EFX
-30.1%
+23.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.9% | -4.2% | -4.5% |
| 7D | -7.5% | -3.6% | -3.8% | -5.1% |
| 30D | +26.6% | +25.3% | +1.3% | +8.3% |
| 3M | -2.4% | +3.8% | -6.2% | -5.4% |
| 6M | -7.4% | +12.7% | -20.1% | -16.2% |
| YTD | -29.2% | -13.1% | -16.0% | -24.1% |
| 1Y | -23.5% | -9.3% | -14.2% | -20.7% |
| 3Y | +73.9% | +3.5% | +70.4% | +52.6% |
| 5Y | -6.6% | -30.6% | +24.0% | -5.4% |
| All | -6.6% | -30.1% | +23.4% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling