-20.1%
RKT vs ESI
+231.2%
-251.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.0% | -2.0% |
| 7D | -3.8% | +1.8% | -5.6% | -4.9% |
| 30D | +32.8% | -6.6% | +39.4% | +35.4% |
| 3M | +0.8% | -9.4% | +10.2% | +3.7% |
| 6M | -2.6% | -24.1% | +21.5% | +8.1% |
| YTD | -25.4% | +37.1% | -62.5% | -41.4% |
| 1Y | -19.1% | +24.5% | -43.7% | -33.0% |
| 3Y | +83.2% | +83.2% | 0.0% | +16.2% |
| 5Y | +0.8% | +44.0% | -43.1% | -30.2% |
| All | -20.1% | +231.2% | -251.3% | -67.0% |
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