-25.7%
RKT vs EXEL
+153.3%
-179.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -3.0% |
| 7D | -1.0% | -0.3% | -0.6% | -0.9% |
| 30D | -2.4% | +10.1% | -12.5% | -4.6% |
| 3M | +1.9% | +10.1% | -8.2% | -0.4% |
| 6M | -13.9% | +37.7% | -51.5% | -20.1% |
| YTD | -30.6% | +33.1% | -63.7% | -35.2% |
| 1Y | -34.4% | +52.4% | -86.7% | -40.7% |
| 3Y | +38.2% | +163.8% | -125.6% | +7.0% |
| 5Y | -9.7% | +198.5% | -208.2% | -33.4% |
| All | -25.7% | +153.3% | -179.0% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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