-26.6%
RKT vs EL
+14.8%
-41.3%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.1% | -2.2% |
| 7D | +2.1% | +0.8% | +1.3% | +1.8% |
| 30D | +1.4% | +19.8% | -18.4% | -5.1% |
| 3M | +6.3% | +25.7% | -19.4% | -2.0% |
| 6M | -15.5% | +5.4% | -20.9% | -19.0% |
| YTD | -27.4% | +0.2% | -27.6% | -30.1% |
| 1Y | -26.6% | +20.4% | -47.0% | -32.5% |
| All | -26.6% | +14.8% | -41.3% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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