+39.4%
RKT vs EWT
+200.7%
-161.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -2.9% | -2.9% |
| 7D | -1.0% | +2.1% | -3.1% | -2.1% |
| 30D | -2.4% | +9.4% | -11.8% | -7.1% |
| 3M | +1.9% | +10.9% | -9.0% | -4.4% |
| 6M | -13.9% | +57.9% | -71.8% | -34.5% |
| YTD | -30.6% | +75.9% | -106.5% | -50.1% |
| 1Y | -34.4% | +89.7% | -124.1% | -54.7% |
| All | +39.4% | +200.7% | -161.3% | -48.6% |
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