-27.0%
RKT vs EWT
+258.6%
-285.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.8% | -0.2% |
| 7D | -7.2% | -1.1% | -6.1% | -6.6% |
| 30D | -7.9% | +4.8% | -12.7% | -10.7% |
| 3M | +5.2% | +11.1% | -6.0% | -2.8% |
| 6M | -14.9% | +54.6% | -69.5% | -37.4% |
| YTD | -31.9% | +71.4% | -103.3% | -53.2% |
| 1Y | -36.9% | +82.1% | -119.0% | -58.5% |
| 3Y | +35.7% | +193.2% | -157.5% | -39.5% |
| 5Y | -9.7% | +146.1% | -155.8% | -57.8% |
| All | -27.0% | +258.6% | -285.7% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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