-10.4%
RKT vs EME
-3.1%
-7.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -9.6% | +18.3% | +10.1% |
| 7D | +29.7% | -5.8% | +35.5% | +30.3% |
| 30D | +28.5% | -17.9% | +46.4% | +33.0% |
| 3M | +6.4% | -22.0% | +28.4% | +11.4% |
| 6M | +7.1% | -29.7% | +36.8% | +20.1% |
| YTD | -22.5% | +4.7% | -27.2% | -30.6% |
| 1Y | -10.4% | -2.1% | -8.3% | -15.8% |
| All | -10.4% | -3.1% | -7.4% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling