-6.6%
RKT vs EWT
+119.7%
-126.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.9% | -2.1% | -3.2% |
| 7D | -7.5% | +13.2% | -20.7% | -14.9% |
| 30D | +26.6% | -14.3% | +40.9% | +38.3% |
| 3M | -2.4% | -8.4% | +6.0% | +1.0% |
| 6M | -7.4% | +3.7% | -11.1% | -14.6% |
| YTD | -29.2% | +53.1% | -82.3% | -52.6% |
| 1Y | -23.5% | +55.5% | -79.0% | -49.5% |
| 3Y | +73.9% | +155.6% | -81.7% | -35.5% |
| 5Y | -6.6% | +119.3% | -125.9% | -58.0% |
| All | -6.6% | +119.7% | -126.3% | -58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling