-27.1%
RKT vs EME
+981.7%
-1,008.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.4% | -1.2% |
| 7D | -6.3% | +3.5% | -9.8% | -7.2% |
| 30D | -6.2% | -6.3% | +0.1% | -4.7% |
| 3M | -1.9% | -3.8% | +1.9% | -1.7% |
| 6M | -13.0% | +8.5% | -21.5% | -15.8% |
| YTD | -31.9% | +27.8% | -59.7% | -37.2% |
| 1Y | -37.6% | +22.2% | -59.8% | -42.4% |
| 3Y | +36.8% | +253.5% | -216.7% | -18.0% |
| 5Y | -9.7% | +578.6% | -588.4% | -57.8% |
| All | -27.1% | +981.7% | -1,008.7% | -70.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling