-27.1%
RKT vs EQH
+200.8%
-227.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.7% |
| 7D | -6.3% | +0.7% | -7.0% | -6.6% |
| 30D | -6.2% | +2.8% | -9.0% | -7.4% |
| 3M | -1.9% | +23.1% | -24.9% | -11.3% |
| 6M | -13.0% | +41.4% | -54.4% | -26.4% |
| YTD | -31.9% | +14.3% | -46.2% | -36.7% |
| 1Y | -37.6% | +1.6% | -39.2% | -38.9% |
| 3Y | +36.8% | +102.7% | -65.9% | -6.6% |
| 5Y | -9.7% | +104.5% | -114.3% | -38.4% |
| All | -27.1% | +200.8% | -227.9% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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