-36.9%
RKT vs ESI
+34.0%
-70.9%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | +0.1% |
| 7D | -7.2% | -2.3% | -4.9% | -6.4% |
| 30D | -7.9% | -9.0% | +1.1% | -4.3% |
| 3M | +5.2% | -13.3% | +18.4% | +8.7% |
| 6M | -14.9% | +5.3% | -20.2% | -21.3% |
| YTD | -31.9% | +37.6% | -69.5% | -45.2% |
| 1Y | -36.9% | +33.6% | -70.5% | -49.6% |
| All | -36.9% | +34.0% | -70.9% | -49.6% |
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