-27.1%
RKT vs ELV
+65.7%
-92.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.5% | -7.4% | -2.6% |
| 7D | -6.3% | +2.8% | -9.0% | -6.6% |
| 30D | -6.2% | +4.9% | -11.1% | -6.8% |
| 3M | -1.9% | +4.9% | -6.8% | -2.8% |
| 6M | -13.0% | +45.1% | -58.1% | -18.3% |
| YTD | -31.9% | +20.7% | -52.6% | -34.4% |
| 1Y | -37.6% | +35.0% | -72.6% | -41.0% |
| 3Y | +36.8% | -2.4% | +39.2% | +35.4% |
| 5Y | -9.7% | +25.5% | -35.2% | -14.5% |
| All | -27.1% | +65.7% | -92.8% | -36.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling