+39.4%
RKT vs ETR
+148.1%
-108.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.3% |
| 7D | -1.0% | +0.4% | -1.4% | -1.1% |
| 30D | -2.4% | +2.0% | -4.4% | -3.2% |
| 3M | +1.9% | -1.7% | +3.6% | +2.3% |
| 6M | -13.9% | +3.6% | -17.4% | -15.5% |
| YTD | -30.6% | +18.0% | -48.7% | -35.3% |
| 1Y | -34.4% | +26.2% | -60.6% | -40.2% |
| All | +39.4% | +148.1% | -108.7% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling