-16.0%
RKT vs EXC
+112.5%
-128.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | +10.3% | -1.7% | +12.0% | +11.2% |
| 30D | +32.3% | +9.3% | +23.0% | +27.1% |
| 3M | +10.7% | +1.0% | +9.7% | +10.2% |
| 6M | -3.2% | +5.9% | -9.1% | -5.9% |
| YTD | -21.5% | +7.6% | -29.2% | -25.0% |
| 1Y | -6.0% | +2.4% | -8.4% | -8.0% |
| 3Y | +104.2% | +30.2% | +74.0% | +70.8% |
| 5Y | +2.5% | +41.4% | -38.9% | -17.9% |
| All | -16.0% | +112.5% | -128.5% | -50.7% |
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