-7.4%
RKT vs EL
+35.3%
-42.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.6% | -3.4% | -4.3% |
| 7D | -7.5% | +2.7% | -10.1% | -8.5% |
| 30D | +26.6% | +10.8% | +15.8% | +20.7% |
| 3M | -2.4% | +26.5% | -28.9% | -12.6% |
| 6M | -7.4% | +31.1% | -38.5% | -18.8% |
| All | -7.4% | +35.3% | -42.7% | -18.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling