-22.2%
RKT vs ESI
+250.3%
-272.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.1% | -2.7% |
| 7D | +2.1% | +3.3% | -1.2% | +0.3% |
| 30D | +1.4% | -5.9% | +7.3% | +4.5% |
| 3M | +6.3% | -14.1% | +20.4% | +13.0% |
| 6M | -15.5% | +6.6% | -22.0% | -21.2% |
| YTD | -27.4% | +45.0% | -72.4% | -43.4% |
| 1Y | -26.6% | +41.5% | -68.0% | -42.3% |
| 3Y | +41.2% | +78.8% | -37.5% | -6.7% |
| 5Y | -6.4% | +70.9% | -77.3% | -38.4% |
| All | -22.2% | +250.3% | -272.5% | -68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling