-22.2%
RKT vs EFX
+14.8%
-37.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.4% | +5.2% | +2.8% |
| 7D | +2.1% | -8.6% | +10.7% | +7.9% |
| 30D | +1.4% | +0.1% | +1.3% | +1.2% |
| 3M | +6.3% | +3.8% | +2.4% | +2.6% |
| 6M | -15.5% | -13.5% | -1.9% | -8.6% |
| YTD | -27.4% | -17.7% | -9.7% | -19.9% |
| 1Y | -26.6% | -25.6% | -1.0% | -13.6% |
| 3Y | +41.2% | -12.1% | +53.3% | +45.1% |
| 5Y | -6.4% | -33.8% | +27.4% | +3.6% |
| All | -22.2% | +14.8% | -37.0% | -32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling