-25.7%
RKT vs EQT
+255.1%
-280.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.6% |
| 7D | -1.0% | -2.0% | +1.1% | -0.7% |
| 30D | -2.4% | +1.0% | -3.4% | -2.5% |
| 3M | +1.9% | +4.0% | -2.1% | +1.2% |
| 6M | -13.9% | -11.7% | -2.2% | -12.7% |
| YTD | -30.6% | +2.8% | -33.4% | -31.5% |
| 1Y | -34.4% | +10.0% | -44.4% | -35.9% |
| 3Y | +38.2% | +34.1% | +4.0% | +26.5% |
| 5Y | -9.7% | +195.3% | -204.9% | -27.9% |
| All | -25.7% | +255.1% | -280.8% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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