-7.2%
RKT vs ESI
+77.4%
-84.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -2.1% |
| 7D | +6.0% | +5.4% | +0.6% | +2.9% |
| 30D | +0.7% | -4.2% | +4.8% | +2.9% |
| 3M | +11.8% | -9.6% | +21.4% | +15.7% |
| 6M | -7.6% | +18.3% | -25.9% | -19.8% |
| YTD | -28.7% | +45.8% | -74.5% | -45.9% |
| 1Y | -32.6% | +39.2% | -71.7% | -47.7% |
| 3Y | +42.1% | +86.3% | -44.2% | -13.7% |
| 5Y | -7.2% | +76.2% | -83.4% | -42.6% |
| All | -7.2% | +77.4% | -84.6% | -42.6% |
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 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