-7.2%
RKT vs EMB
+7.3%
-14.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.5% |
| 7D | +6.0% | +0.3% | +5.7% | +5.2% |
| 30D | +0.7% | -0.5% | +1.1% | +2.2% |
| 3M | +11.8% | +0.3% | +11.5% | +12.3% |
| 6M | -7.6% | +1.2% | -8.8% | -7.9% |
| YTD | -28.7% | +1.5% | -30.1% | -29.2% |
| 1Y | -32.6% | +4.8% | -37.4% | -38.0% |
| 3Y | +42.1% | +30.4% | +11.7% | -15.4% |
| 5Y | -7.2% | +7.3% | -14.4% | -28.7% |
| All | -7.2% | +7.3% | -14.5% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling