+83.3%
RKT vs EXE
+18.1%
+65.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.3% | -7.2% | -4.5% |
| 7D | +4.6% | -2.2% | +6.8% | +4.3% |
| 30D | +25.9% | -0.3% | +26.2% | +26.0% |
| 3M | +5.0% | -9.3% | +14.3% | +3.5% |
| 6M | -7.9% | -7.2% | -0.7% | -8.6% |
| YTD | -25.4% | -18.9% | -6.5% | -26.5% |
| 1Y | -15.4% | -21.7% | +6.3% | -16.8% |
| 3Y | +83.3% | +21.0% | +62.3% | +77.3% |
| All | +83.3% | +18.1% | +65.2% | +77.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling