-27.0%
RKT vs EQH
+196.6%
-223.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.2% |
| 7D | -7.2% | -1.8% | -5.5% | -6.5% |
| 30D | -7.9% | +2.4% | -10.3% | -8.9% |
| 3M | +5.2% | +26.3% | -21.1% | -6.0% |
| 6M | -14.9% | +35.8% | -50.7% | -26.6% |
| YTD | -31.9% | +12.7% | -44.5% | -36.2% |
| 1Y | -36.9% | +2.5% | -39.3% | -38.5% |
| 3Y | +35.7% | +98.6% | -62.9% | -6.5% |
| 5Y | -9.7% | +101.7% | -111.4% | -37.9% |
| All | -27.0% | +196.6% | -223.7% | -53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling