-15.6%
RKT vs EOSE
-58.6%
+43.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.5% | +0.7% | -2.4% |
| 7D | -1.0% | +15.0% | -15.9% | -2.6% |
| 30D | -2.4% | +2.5% | -4.9% | -3.1% |
| 3M | +1.9% | -33.7% | +35.6% | +5.0% |
| 6M | -13.9% | -32.7% | +18.9% | -12.4% |
| YTD | -30.6% | -63.8% | +33.2% | -26.3% |
| 1Y | -34.4% | -40.5% | +6.2% | -34.8% |
| 3Y | +38.2% | +50.4% | -12.2% | +11.7% |
| 5Y | -9.7% | -68.6% | +58.9% | -25.5% |
| All | -15.6% | -58.6% | +43.1% | -16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling