-20.1%
RKT vs ETR
+19.3%
-39.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +26.6% |
| 3M | -8.8% | +4.6% | -13.4% | -10.7% |
| 6M | -0.9% | +0.1% | -1.1% | -1.4% |
| YTD | -29.2% | +23.2% | -52.4% | -38.7% |
| 1Y | -20.1% | +20.6% | -40.6% | -29.9% |
| All | -20.1% | +19.3% | -39.4% | -29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling