-22.2%
RKT vs EME
+945.0%
-967.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.9% | -1.6% |
| 7D | +2.1% | +1.9% | +0.2% | +1.6% |
| 30D | +1.4% | -8.3% | +9.7% | +3.7% |
| 3M | +6.3% | -10.7% | +17.0% | +8.9% |
| 6M | -15.5% | +1.9% | -17.4% | -16.6% |
| YTD | -27.4% | +23.5% | -50.8% | -32.4% |
| 1Y | -26.6% | +18.0% | -44.5% | -31.7% |
| 3Y | +41.2% | +236.1% | -194.9% | -14.0% |
| 5Y | -6.4% | +527.9% | -534.3% | -55.9% |
| All | -22.2% | +945.0% | -967.2% | -68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling