+104.2%
RKT vs ESI
+77.3%
+26.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.1% | -4.3% | -1.2% |
| 7D | +10.3% | -3.5% | +13.8% | +11.4% |
| 30D | +32.3% | -9.3% | +41.6% | +36.1% |
| 3M | +10.7% | -12.8% | +23.5% | +15.4% |
| 6M | -3.2% | -24.6% | +21.4% | +6.0% |
| YTD | -21.5% | +32.7% | -54.3% | -36.2% |
| 1Y | -6.0% | +20.3% | -26.3% | -19.9% |
| 3Y | +104.2% | +80.2% | +24.0% | -5.7% |
| All | +104.2% | +77.3% | +26.9% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling