-22.2%
RKT vs ES
+1.4%
-23.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | +2.1% | +0.3% | +1.8% | +2.0% |
| 30D | +1.4% | -2.0% | +3.4% | +2.5% |
| 3M | +6.3% | +1.7% | +4.6% | +5.2% |
| 6M | -15.5% | -3.5% | -11.9% | -14.0% |
| YTD | -27.4% | +7.9% | -35.3% | -30.7% |
| 1Y | -26.6% | +17.2% | -43.7% | -33.9% |
| 3Y | +41.2% | +29.3% | +11.9% | +17.4% |
| 5Y | -6.4% | -5.7% | -0.7% | -9.4% |
| All | -22.2% | +1.4% | -23.6% | -27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling