-22.2%
RKT vs EL
-43.6%
+21.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.1% | -2.1% |
| 7D | +2.1% | +0.8% | +1.3% | +1.8% |
| 30D | +1.4% | +19.8% | -18.4% | -4.7% |
| 3M | +6.3% | +25.7% | -19.4% | -1.6% |
| 6M | -15.5% | +5.4% | -20.9% | -17.8% |
| YTD | -27.4% | +0.2% | -27.6% | -28.9% |
| 1Y | -26.6% | +20.4% | -47.0% | -32.6% |
| 3Y | +41.2% | -32.1% | +73.4% | +52.4% |
| 5Y | -6.4% | -67.2% | +60.8% | +24.3% |
| All | -22.2% | -43.6% | +21.4% | -4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling