-25.7%
RKT vs ESI
+248.1%
-273.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.1% |
| 7D | -1.0% | +3.9% | -4.9% | -3.0% |
| 30D | -2.4% | -3.8% | +1.4% | -0.5% |
| 3M | +1.9% | -13.1% | +15.0% | +7.6% |
| 6M | -13.9% | +11.3% | -25.2% | -21.7% |
| YTD | -30.6% | +44.1% | -74.7% | -45.7% |
| 1Y | -34.4% | +40.3% | -74.7% | -48.2% |
| 3Y | +38.2% | +84.1% | -45.9% | -10.2% |
| 5Y | -9.7% | +75.8% | -85.5% | -41.1% |
| All | -25.7% | +248.1% | -273.8% | -69.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling