-24.1%
RKT vs ETR
+178.0%
-202.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -9.0% | +1.2% | -10.1% | -9.5% |
| 30D | +30.2% | +7.0% | +23.2% | +26.3% |
| 3M | -8.8% | +4.6% | -13.4% | -10.7% |
| 6M | -0.9% | +0.1% | -1.1% | -1.2% |
| YTD | -29.2% | +23.2% | -52.4% | -36.2% |
| 1Y | -20.1% | +20.6% | -40.6% | -27.3% |
| 3Y | +81.3% | +156.3% | -74.9% | +8.1% |
| 5Y | -6.6% | +159.6% | -166.3% | -44.7% |
| All | -24.1% | +178.0% | -202.2% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling