+91.1%
RKT vs EMR
+104.1%
-13.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.7% | -4.2% |
| 7D | +4.6% | +0.7% | +3.9% | +4.2% |
| 30D | +25.9% | +3.5% | +22.3% | +22.9% |
| 3M | +5.0% | +5.9% | -0.9% | +0.9% |
| 6M | -7.9% | +19.4% | -27.3% | -17.8% |
| YTD | -25.4% | +27.7% | -53.0% | -35.0% |
| 1Y | -15.4% | +30.9% | -46.3% | -27.2% |
| All | +91.1% | +104.1% | -13.0% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling