-37.6%
RKT vs EXEL
+48.5%
-86.1%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.6% |
| 7D | -6.3% | -4.9% | -1.4% | -4.9% |
| 30D | -6.2% | +11.4% | -17.6% | -9.1% |
| 3M | -1.9% | +4.9% | -6.8% | -3.3% |
| 6M | -13.0% | +34.4% | -47.4% | -20.0% |
| YTD | -31.9% | +28.0% | -60.0% | -36.7% |
| 1Y | -37.6% | +43.6% | -81.2% | -43.3% |
| All | -37.6% | +48.5% | -86.1% | -43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling