+41.6%
RKT vs EW
+16.7%
+24.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.2% |
| 7D | +2.1% | -0.3% | +2.4% | +2.2% |
| 30D | +1.4% | +1.0% | +0.4% | +1.2% |
| 3M | +6.3% | +2.8% | +3.5% | +5.7% |
| 6M | -15.5% | +5.5% | -20.9% | -16.4% |
| YTD | -27.4% | +5.5% | -32.8% | -28.2% |
| 1Y | -26.6% | +11.0% | -37.6% | -28.1% |
| All | +41.6% | +16.7% | +24.9% | +22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling