-7.2%
RKT vs EMR
+62.8%
-69.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.5% |
| 7D | +6.0% | +3.1% | +2.9% | +3.9% |
| 30D | +0.7% | -3.5% | +4.2% | +3.1% |
| 3M | +11.8% | +9.8% | +2.0% | +5.1% |
| 6M | -7.6% | +10.8% | -18.4% | -13.5% |
| YTD | -28.7% | +15.9% | -44.6% | -34.6% |
| 1Y | -32.6% | +16.4% | -49.0% | -38.6% |
| 3Y | +42.1% | +62.1% | -20.0% | +1.7% |
| 5Y | -7.2% | +62.9% | -70.1% | -38.9% |
| All | -7.2% | +62.8% | -69.9% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling