-25.7%
RKT vs EMB
+10.4%
-36.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.2% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -2.4% | -0.3% | -2.1% | -1.4% |
| 3M | +1.9% | -0.3% | +2.2% | +3.9% |
| 6M | -13.9% | +0.7% | -14.6% | -13.2% |
| YTD | -30.6% | +1.3% | -31.9% | -30.8% |
| 1Y | -34.4% | +4.7% | -39.0% | -39.5% |
| 3Y | +38.2% | +30.1% | +8.1% | -18.6% |
| 5Y | -9.7% | +6.9% | -16.5% | -13.3% |
| All | -25.7% | +10.4% | -36.1% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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