-9.7%
RKT vs ET
+241.7%
-251.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | -7.2% | +1.4% | -8.6% | -7.7% |
| 30D | -7.9% | +4.6% | -12.5% | -9.6% |
| 3M | +5.2% | +16.0% | -10.9% | -1.3% |
| 6M | -14.9% | +22.8% | -37.7% | -22.8% |
| YTD | -31.9% | +38.9% | -70.7% | -41.7% |
| 1Y | -36.9% | +34.1% | -71.0% | -45.2% |
| 3Y | +35.7% | +98.8% | -63.1% | -7.5% |
| 5Y | -9.7% | +246.8% | -256.5% | -52.1% |
| All | -9.7% | +241.7% | -251.4% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling