-24.1%
RKT vs EMB
+7.8%
-32.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.6% |
| 7D | -9.0% | -0.9% | -8.1% | -6.6% |
| 30D | +30.2% | +0.4% | +29.8% | +29.6% |
| 3M | -8.8% | -3.1% | -5.7% | 0.0% |
| 6M | -0.9% | -2.1% | +1.1% | +7.1% |
| YTD | -29.2% | -1.1% | -28.1% | -24.4% |
| 1Y | -20.1% | -0.1% | -20.0% | -16.7% |
| 3Y | +81.3% | +29.6% | +51.7% | +9.0% |
| 5Y | -6.6% | +7.2% | -13.8% | -10.6% |
| All | -24.1% | +7.8% | -32.0% | -20.2% |
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