-26.6%
RKT vs ELV
+34.8%
-61.4%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.6% | -1.1% |
| 7D | +2.1% | +3.3% | -1.2% | +2.1% |
| 30D | +1.4% | +4.2% | -2.7% | +1.4% |
| 3M | +6.3% | -0.1% | +6.3% | +6.5% |
| 6M | -15.5% | +41.3% | -56.7% | -19.4% |
| YTD | -27.4% | +17.4% | -44.8% | -29.1% |
| 1Y | -26.6% | +35.1% | -61.6% | -29.6% |
| All | -26.6% | +34.8% | -61.4% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 1y: compounded portfolio wealth divided by compounded ELV 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…
1y analysis · Full analysis span regression · 6 months rolling