-25.7%
RKT vs EXC
+103.5%
-129.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.5% |
| 7D | -1.0% | +0.3% | -1.3% | -1.1% |
| 30D | -2.4% | -0.9% | -1.5% | -2.0% |
| 3M | +1.9% | -2.7% | +4.6% | +2.9% |
| 6M | -13.9% | -9.4% | -4.5% | -10.3% |
| YTD | -30.6% | +3.0% | -33.7% | -32.4% |
| 1Y | -34.4% | +5.1% | -39.5% | -36.9% |
| 3Y | +38.2% | +20.6% | +17.6% | +20.4% |
| 5Y | -9.7% | +45.7% | -55.4% | -28.5% |
| All | -25.7% | +103.5% | -129.1% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling