-7.2%
RKT vs EL
-67.4%
+60.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.0% |
| 7D | +6.0% | +1.7% | +4.3% | +5.3% |
| 30D | +0.7% | +15.5% | -14.8% | -4.7% |
| 3M | +11.8% | +20.6% | -8.7% | +4.4% |
| 6M | -7.6% | +10.5% | -18.1% | -11.9% |
| YTD | -28.7% | -1.9% | -26.8% | -29.8% |
| 1Y | -32.6% | +16.1% | -48.6% | -37.9% |
| 3Y | +42.1% | -30.2% | +72.3% | +54.3% |
| 5Y | -7.2% | -67.4% | +60.2% | +46.8% |
| All | -7.2% | -67.4% | +60.3% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling