+1.6%
RKT vs EMB
+6.4%
-4.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +17.7% | -0.1% | +17.8% | +18.1% |
| 30D | +31.6% | +1.3% | +30.3% | +27.5% |
| 3M | +13.9% | -2.2% | +16.2% | +21.8% |
| 6M | +2.8% | -2.3% | +5.1% | +11.8% |
| YTD | -22.2% | -0.6% | -21.6% | -18.1% |
| 1Y | -3.5% | +0.5% | -4.0% | -1.0% |
| 3Y | +95.3% | +29.4% | +65.8% | +18.4% |
| All | +1.6% | +6.4% | -4.8% | -15.4% |
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