-25.0%
RKT vs EXE
+188.3%
-213.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.0% | -1.8% |
| 7D | -7.2% | -2.2% | -5.0% | -7.0% |
| 30D | -7.9% | -0.8% | -7.1% | -7.8% |
| 3M | +5.2% | +10.0% | -4.9% | +4.1% |
| 6M | -14.9% | -6.3% | -8.6% | -14.5% |
| YTD | -31.9% | -10.7% | -21.2% | -31.3% |
| 1Y | -36.9% | +2.7% | -39.6% | -37.7% |
| 3Y | +35.7% | +19.1% | +16.6% | +27.1% |
| 5Y | -9.7% | +105.4% | -115.1% | -18.7% |
| All | -25.0% | +188.3% | -213.3% | -31.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling