-37.6%
RKT vs ET
+33.4%
-71.0%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | -0.6% |
| 7D | -6.3% | +0.2% | -6.5% | -6.1% |
| 30D | -6.2% | +2.9% | -9.1% | -4.4% |
| 3M | -1.9% | +16.8% | -18.7% | +6.6% |
| 6M | -13.0% | +18.9% | -31.9% | -7.3% |
| YTD | -31.9% | +37.7% | -69.6% | -29.1% |
| 1Y | -37.6% | +32.4% | -70.0% | -34.6% |
| All | -37.6% | +33.4% | -71.0% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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