-10.4%
RKT vs EIX
+18.9%
-29.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +3.1% | +5.6% | +8.1% |
| 7D | +29.7% | +4.5% | +25.2% | +28.7% |
| 30D | +28.5% | +15.2% | +13.3% | +25.4% |
| 3M | +6.4% | -11.6% | +18.0% | +8.3% |
| 6M | +7.1% | -8.4% | +15.5% | +7.6% |
| YTD | -22.5% | +8.2% | -30.7% | -26.2% |
| 1Y | -10.4% | +16.6% | -27.0% | -17.5% |
| All | -10.4% | +18.9% | -29.4% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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