-24.1%
RKT vs ETR
+178.3%
-202.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | 0.0% | -5.0% | -5.0% |
| 7D | -7.5% | +1.5% | -9.0% | -8.1% |
| 30D | +26.6% | +6.6% | +20.0% | +23.0% |
| 3M | -2.4% | +4.4% | -6.8% | -4.3% |
| 6M | -7.4% | -0.3% | -7.1% | -7.4% |
| YTD | -29.2% | +23.3% | -52.5% | -36.2% |
| 1Y | -23.5% | +18.9% | -42.4% | -30.0% |
| 3Y | +73.9% | +155.5% | -81.5% | +3.8% |
| 5Y | -6.6% | +159.9% | -166.5% | -44.7% |
| All | -24.1% | +178.3% | -202.5% | -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 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