+1.7%
RKT vs EW
-14.5%
+16.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.1% |
| 7D | +17.7% | +11.0% | +6.6% | +13.1% |
| 30D | +31.6% | +19.1% | +12.6% | +22.9% |
| 3M | +13.9% | +14.4% | -0.4% | +8.0% |
| 6M | +2.8% | +22.8% | -20.0% | -5.2% |
| YTD | -22.2% | +19.8% | -42.0% | -27.7% |
| 1Y | -3.5% | +23.9% | -27.4% | -11.3% |
| 3Y | +95.3% | +52.2% | +43.0% | +48.7% |
| All | +1.7% | -14.5% | +16.1% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling