-17.1%
RKT vs EOSE
-60.6%
+43.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -6.3% | +1.8% | -8.1% | -6.5% |
| 30D | -6.2% | -6.8% | +0.6% | -5.9% |
| 3M | -1.9% | -36.3% | +34.4% | +1.5% |
| 6M | -13.0% | -38.8% | +25.8% | -10.7% |
| YTD | -31.9% | -65.5% | +33.6% | -27.3% |
| 1Y | -37.6% | -45.3% | +7.7% | -37.5% |
| 3Y | +36.8% | +44.2% | -7.3% | +11.1% |
| 5Y | -9.7% | -69.5% | +59.8% | -25.3% |
| All | -17.1% | -60.6% | +43.5% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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