-35.7%
RKT vs EXE
+4.8%
-40.5%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -3.1% |
| 7D | -1.0% | -2.7% | +1.8% | -1.5% |
| 30D | -2.4% | -0.4% | -2.0% | -2.4% |
| 3M | +1.9% | +9.5% | -7.6% | +4.2% |
| 6M | -13.9% | -9.3% | -4.5% | -13.7% |
| YTD | -30.6% | -10.9% | -19.7% | -29.4% |
| All | -35.7% | +4.8% | -40.5% | -41.7% |
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