+39.4%
RKT vs ELV
-7.6%
+47.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.7% |
| 7D | -1.0% | -2.2% | +1.2% | -0.8% |
| 30D | -2.4% | -0.2% | -2.2% | -2.4% |
| 3M | +1.9% | -6.1% | +8.0% | +2.3% |
| 6M | -13.9% | +42.8% | -56.7% | -17.1% |
| YTD | -30.6% | +14.4% | -45.0% | -31.8% |
| 1Y | -34.4% | +28.6% | -63.0% | -36.2% |
| All | +39.4% | -7.6% | +47.0% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling