-8.0%
RKT vs ELV
+13.8%
-21.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.6% |
| 7D | -1.0% | -2.2% | +1.2% | -0.6% |
| 30D | -2.4% | -0.2% | -2.2% | -2.4% |
| 3M | +1.9% | -6.1% | +8.0% | +2.6% |
| 6M | -13.9% | +42.8% | -56.7% | -19.5% |
| YTD | -30.6% | +14.4% | -45.0% | -32.8% |
| 1Y | -34.4% | +28.6% | -63.0% | -37.9% |
| 3Y | +38.2% | -7.4% | +45.6% | +37.7% |
| All | -8.0% | +13.8% | -21.8% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling