-23.6%
RKT vs ET
+407.8%
-431.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +6.0% | +0.4% | +5.6% | +5.9% |
| 30D | +0.7% | +6.9% | -6.2% | -1.1% |
| 3M | +11.8% | +13.1% | -1.3% | +8.0% |
| 6M | -7.6% | +18.7% | -26.3% | -12.4% |
| YTD | -28.7% | +37.4% | -66.1% | -35.2% |
| 1Y | -32.6% | +34.8% | -67.4% | -38.5% |
| 3Y | +42.1% | +96.8% | -54.7% | +14.7% |
| 5Y | -7.2% | +238.2% | -245.4% | -32.5% |
| All | -23.6% | +407.8% | -431.4% | -52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling