-19.1%
RKT vs EIX
+9.6%
-28.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -3.8% | -2.5% | -1.3% | -3.3% |
| 30D | +32.8% | +7.7% | +25.2% | +31.2% |
| 3M | +0.8% | -12.9% | +13.7% | +2.9% |
| 6M | -2.6% | -12.7% | +10.1% | -1.0% |
| YTD | -25.4% | +5.5% | -30.9% | -28.4% |
| 1Y | -19.1% | +9.4% | -28.5% | -23.0% |
| All | -19.1% | +9.6% | -28.7% | -23.0% |
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