+83.3%
RKT vs ELF
+19.7%
+63.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -4.7% |
| 7D | +4.6% | +6.3% | -1.7% | +3.5% |
| 30D | +25.9% | +8.5% | +17.4% | +24.0% |
| 3M | +5.0% | +24.4% | -19.4% | +0.8% |
| 6M | -7.9% | +94.7% | -102.6% | -18.7% |
| YTD | -25.4% | +55.9% | -81.2% | -32.2% |
| 1Y | -15.4% | +48.4% | -63.8% | -22.7% |
| 3Y | +83.3% | +24.6% | +58.7% | +7.4% |
| All | +83.3% | +19.7% | +63.6% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling