-20.1%
RKT vs ESI
+21.7%
-41.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -9.0% | +5.5% | -14.5% | -10.5% |
| 30D | +30.2% | -7.8% | +38.0% | +32.4% |
| 3M | -8.8% | -15.0% | +6.2% | -4.4% |
| 6M | -0.9% | -24.9% | +24.0% | +7.6% |
| YTD | -29.2% | +33.2% | -62.4% | -47.3% |
| 1Y | -20.1% | +24.9% | -45.0% | -37.3% |
| All | -20.1% | +21.7% | -41.8% | -37.3% |
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