-25.7%
RKT vs EIX
+42.1%
-67.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.4% | -1.5% |
| 7D | -1.0% | +4.1% | -5.0% | -2.6% |
| 30D | -2.4% | -15.3% | +12.9% | +2.2% |
| 3M | +1.9% | -18.4% | +20.3% | +8.2% |
| 6M | -13.9% | -16.8% | +3.0% | -9.6% |
| YTD | -30.6% | -0.6% | -30.1% | -33.5% |
| 1Y | -34.4% | +10.7% | -45.0% | -40.4% |
| 3Y | +38.2% | -4.5% | +42.7% | +32.7% |
| 5Y | -9.7% | +24.0% | -33.7% | -19.1% |
| All | -25.7% | +42.1% | -67.8% | -36.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling