-20.1%
RKT vs EWT
+56.8%
-76.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -9.0% | +9.1% | -18.1% | -12.1% |
| 30D | +30.2% | -12.2% | +42.4% | +37.3% |
| 3M | -8.8% | -9.4% | +0.6% | -6.2% |
| 6M | -0.9% | +2.7% | -3.6% | -9.0% |
| YTD | -29.2% | +53.3% | -82.5% | -55.6% |
| 1Y | -20.1% | +59.2% | -79.2% | -51.5% |
| All | -20.1% | +56.8% | -76.8% | -51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling