-7.2%
RKT vs EXE
+106.6%
-113.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | +6.0% | -1.8% | +7.8% | +6.2% |
| 30D | +0.7% | +6.4% | -5.7% | -0.1% |
| 3M | +11.8% | +9.2% | +2.6% | +10.5% |
| 6M | -7.6% | -7.0% | -0.6% | -6.9% |
| YTD | -28.7% | -9.5% | -19.2% | -28.1% |
| 1Y | -32.6% | +6.2% | -38.8% | -34.0% |
| 3Y | +42.1% | +20.7% | +21.4% | +30.9% |
| 5Y | -7.2% | +103.6% | -110.8% | -24.2% |
| All | -7.2% | +106.6% | -113.8% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling