-22.2%
RKT vs ELV
+61.3%
-83.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.6% | -0.9% |
| 7D | +2.1% | +3.3% | -1.2% | +1.7% |
| 30D | +1.4% | +4.2% | -2.7% | +0.9% |
| 3M | +6.3% | -0.1% | +6.3% | +6.0% |
| 6M | -15.5% | +41.3% | -56.7% | -20.3% |
| YTD | -27.4% | +17.4% | -44.8% | -29.7% |
| 1Y | -26.6% | +35.1% | -61.6% | -30.7% |
| 3Y | +41.2% | -3.2% | +44.5% | +39.7% |
| 5Y | -6.4% | +15.6% | -22.0% | -10.5% |
| All | -22.2% | +61.3% | -83.5% | -32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling