-7.2%
RKT vs EIX
+28.1%
-35.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.5% | -6.3% | -3.8% |
| 7D | +6.0% | +0.9% | +5.1% | +5.2% |
| 30D | +0.7% | -13.5% | +14.2% | +5.0% |
| 3M | +11.8% | -15.3% | +27.1% | +17.5% |
| 6M | -7.6% | -15.3% | +7.7% | -3.3% |
| YTD | -28.7% | +2.7% | -31.4% | -33.5% |
| 1Y | -32.6% | +17.4% | -50.0% | -42.0% |
| 3Y | +42.1% | -1.3% | +43.4% | +31.9% |
| 5Y | -7.2% | +27.2% | -34.3% | -25.9% |
| All | -7.2% | +28.1% | -35.3% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling