-22.2%
RKT vs ETR
+166.7%
-188.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -0.9% |
| 7D | +2.1% | +1.4% | +0.7% | +1.4% |
| 30D | +1.4% | +1.0% | +0.5% | +1.0% |
| 3M | +6.3% | -1.3% | +7.5% | +6.6% |
| 6M | -15.5% | +1.9% | -17.3% | -16.7% |
| YTD | -27.4% | +18.2% | -45.5% | -33.3% |
| 1Y | -26.6% | +24.7% | -51.3% | -34.3% |
| 3Y | +41.2% | +150.7% | -109.4% | -15.2% |
| 5Y | -6.4% | +127.0% | -133.4% | -40.8% |
| All | -22.2% | +166.7% | -188.9% | -57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling