-20.1%
RKT vs EL
-39.0%
+18.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | -3.8% | +0.3% | -4.1% | -3.9% |
| 30D | +32.8% | +12.3% | +20.6% | +27.8% |
| 3M | +0.8% | +28.4% | -27.6% | -7.6% |
| 6M | -2.6% | +36.7% | -39.4% | -12.7% |
| YTD | -25.4% | +8.4% | -33.8% | -29.0% |
| 1Y | -19.1% | +25.4% | -44.5% | -26.6% |
| 3Y | +83.2% | +3.4% | +79.8% | +68.8% |
| 5Y | +0.8% | -64.8% | +65.6% | +30.5% |
| All | -20.1% | -39.0% | +18.9% | -4.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling