-10.4%
RKT vs ESI
+27.8%
-38.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -4.6% | +13.3% | +10.2% |
| 7D | +29.7% | -6.6% | +36.3% | +32.3% |
| 30D | +28.5% | -10.9% | +39.4% | +33.0% |
| 3M | +6.4% | -13.8% | +20.2% | +11.3% |
| 6M | +7.1% | -21.5% | +28.7% | +14.2% |
| YTD | -22.5% | +34.7% | -57.1% | -43.4% |
| 1Y | -10.4% | +24.9% | -35.3% | -29.9% |
| All | -10.4% | +27.8% | -38.3% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling