-16.7%
RKT vs ES
+0.8%
-17.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +3.2% |
| 7D | +17.7% | +1.9% | +15.8% | +16.5% |
| 30D | +31.6% | +7.1% | +24.6% | +26.8% |
| 3M | +13.9% | -1.9% | +15.9% | +15.1% |
| 6M | +2.8% | +4.4% | -1.6% | +0.3% |
| YTD | -22.2% | +7.3% | -29.5% | -25.5% |
| 1Y | -3.5% | +2.1% | -5.7% | -5.8% |
| 3Y | +95.3% | +41.8% | +53.4% | +54.9% |
| 5Y | -0.4% | +1.4% | -1.8% | -6.3% |
| All | -16.7% | +0.8% | -17.5% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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