-20.1%
RKT vs EXC
+3.6%
-23.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.2% |
| 7D | -9.0% | +1.4% | -10.3% | -9.1% |
| 30D | +30.2% | +8.6% | +21.6% | +29.2% |
| 3M | -8.8% | +2.4% | -11.2% | -9.7% |
| 6M | -0.9% | +6.5% | -7.4% | -1.1% |
| YTD | -29.2% | +9.0% | -38.2% | -27.0% |
| 1Y | -20.1% | +4.6% | -24.6% | -17.5% |
| All | -20.1% | +3.6% | -23.7% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling