-7.2%
RKT vs ELF
+239.6%
-246.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.9% | +3.1% | -0.8% |
| 7D | +6.0% | -1.2% | +7.2% | +6.2% |
| 30D | +0.7% | +5.9% | -5.3% | -0.6% |
| 3M | +11.8% | +99.5% | -87.7% | -3.1% |
| 6M | -7.6% | +26.5% | -34.2% | -13.1% |
| YTD | -28.7% | +37.2% | -65.8% | -34.3% |
| 1Y | -32.6% | -24.4% | -8.2% | -31.9% |
| 3Y | +42.1% | -23.3% | +65.4% | +29.6% |
| 5Y | -7.2% | +245.2% | -252.3% | -61.2% |
| All | -7.2% | +239.6% | -246.7% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling