-25.7%
RKT vs EW
+11.2%
-36.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.1% | -2.5% |
| 7D | -1.0% | -5.1% | +4.2% | +1.1% |
| 30D | -2.4% | -6.4% | +4.0% | +0.2% |
| 3M | +1.9% | -1.6% | +3.5% | +2.6% |
| 6M | -13.9% | +2.3% | -16.1% | -14.5% |
| YTD | -30.6% | +1.1% | -31.7% | -31.0% |
| 1Y | -34.4% | +8.0% | -42.4% | -36.4% |
| 3Y | +38.2% | +16.3% | +21.8% | +19.9% |
| 5Y | -9.7% | -29.4% | +19.8% | -2.5% |
| All | -25.7% | +11.2% | -36.8% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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