+81.3%
RKT vs EWT
+157.5%
-76.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -9.0% | +9.1% | -18.1% | -12.3% |
| 30D | +30.2% | -12.2% | +42.4% | +36.7% |
| 3M | -8.8% | -9.4% | +0.6% | -6.1% |
| 6M | -0.9% | +2.7% | -3.6% | -5.3% |
| YTD | -29.2% | +53.3% | -82.5% | -45.0% |
| 1Y | -20.1% | +59.2% | -79.2% | -38.9% |
| 3Y | +81.3% | +157.1% | -75.8% | -22.8% |
| All | +81.3% | +157.5% | -76.2% | -22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling