-0.8%
RKT vs EL
-64.5%
+63.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.1% | -5.0% |
| 7D | +4.6% | +7.6% | -3.0% | +2.0% |
| 30D | +25.9% | +15.7% | +10.2% | +19.3% |
| 3M | +5.0% | +30.5% | -25.5% | -5.2% |
| 6M | -7.9% | +32.5% | -40.4% | -17.4% |
| YTD | -25.4% | +9.4% | -34.8% | -29.6% |
| 1Y | -15.4% | +28.4% | -43.8% | -24.7% |
| 3Y | +83.3% | +4.4% | +78.9% | +66.3% |
| 5Y | -0.8% | -64.5% | +63.7% | +56.3% |
| All | -0.8% | -64.5% | +63.7% | +56.3% |
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