-20.1%
RKT vs ELF
+468.4%
-488.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | -3.8% | +4.3% | -8.0% | -4.6% |
| 30D | +32.8% | +7.7% | +25.1% | +30.9% |
| 3M | +0.8% | +24.7% | -23.9% | -3.6% |
| 6M | -2.6% | +114.6% | -117.3% | -16.6% |
| YTD | -25.4% | +55.8% | -81.2% | -32.9% |
| 1Y | -19.1% | +51.9% | -71.0% | -26.9% |
| 3Y | +83.2% | +24.6% | +58.6% | +51.8% |
| 5Y | +0.8% | +279.2% | -278.4% | -47.3% |
| All | -20.1% | +468.4% | -488.5% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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