-27.1%
RKT vs EMR
+166.4%
-193.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -1.5% |
| 7D | -6.3% | -0.4% | -5.8% | -6.1% |
| 30D | -6.2% | -6.8% | +0.6% | -2.5% |
| 3M | -1.9% | +7.5% | -9.3% | -5.8% |
| 6M | -13.0% | +9.9% | -22.9% | -17.1% |
| YTD | -31.9% | +16.0% | -47.9% | -36.4% |
| 1Y | -37.6% | +12.4% | -50.0% | -41.0% |
| 3Y | +36.8% | +60.2% | -23.4% | +8.0% |
| 5Y | -9.7% | +67.9% | -77.6% | -34.0% |
| All | -27.1% | +166.4% | -193.4% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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