-9.7%
RKT vs EWT
+152.9%
-162.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -2.9% | -2.9% |
| 7D | -1.0% | +2.1% | -3.1% | -2.5% |
| 30D | -2.4% | +9.4% | -11.8% | -8.7% |
| 3M | +1.9% | +10.9% | -9.0% | -6.8% |
| 6M | -13.9% | +57.9% | -71.8% | -41.3% |
| YTD | -30.6% | +75.9% | -106.5% | -56.7% |
| 1Y | -34.4% | +89.7% | -124.1% | -61.6% |
| 3Y | +38.2% | +200.9% | -162.7% | -52.7% |
| 5Y | -9.7% | +154.5% | -164.2% | -62.9% |
| All | -9.7% | +152.9% | -162.6% | -62.9% |
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