-20.1%
RKT vs EW
+36.5%
-56.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.8% |
| 7D | -3.8% | +6.5% | -10.3% | -6.2% |
| 30D | +32.8% | +22.5% | +10.4% | +22.7% |
| 3M | +0.8% | +13.0% | -12.1% | -4.0% |
| 6M | -2.6% | +37.1% | -39.7% | -13.9% |
| YTD | -25.4% | +24.1% | -49.5% | -31.6% |
| 1Y | -19.1% | +24.2% | -43.4% | -25.9% |
| 3Y | +83.2% | +64.8% | +18.4% | +35.8% |
| 5Y | +0.8% | -7.4% | +8.3% | -2.1% |
| All | -20.1% | +36.5% | -56.6% | -34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling