+2.5%
RKT vs ESI
+42.9%
-40.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.1% | -4.3% | -1.8% |
| 7D | +10.3% | -3.5% | +13.8% | +11.7% |
| 30D | +32.3% | -9.3% | +41.6% | +37.1% |
| 3M | +10.7% | -12.8% | +23.5% | +16.5% |
| 6M | -3.2% | -24.6% | +21.4% | +8.3% |
| YTD | -21.5% | +32.7% | -54.3% | -39.3% |
| 1Y | -6.0% | +20.3% | -26.3% | -22.7% |
| 3Y | +104.2% | +80.2% | +24.0% | +18.8% |
| 5Y | +2.5% | +40.0% | -37.5% | -32.0% |
| All | +2.5% | +42.9% | -40.4% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling