-10.4%
RKT vs EXE
-18.4%
+8.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -2.9% | +11.6% | +7.8% |
| 7D | +29.7% | -4.7% | +34.4% | +28.0% |
| 30D | +28.5% | +1.0% | +27.5% | +29.1% |
| 3M | +6.4% | -5.6% | +12.0% | +4.7% |
| 6M | +7.1% | -12.3% | +19.4% | +3.7% |
| YTD | -22.5% | -19.5% | -3.0% | -23.2% |
| 1Y | -10.4% | -18.9% | +8.4% | -12.3% |
| All | -10.4% | -18.4% | +8.0% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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