+0.8%
RKT vs EXEL
+286.3%
-285.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | -3.8% | -2.8% | -1.0% | -3.1% |
| 30D | +32.8% | +18.2% | +14.7% | +27.2% |
| 3M | +0.8% | +37.7% | -36.9% | -7.3% |
| 6M | -2.6% | +42.2% | -44.9% | -11.4% |
| YTD | -25.4% | +61.3% | -86.7% | -34.5% |
| 1Y | -19.1% | +64.5% | -83.6% | -29.4% |
| 3Y | +83.2% | +236.7% | -153.5% | +24.8% |
| 5Y | +0.8% | +296.3% | -295.5% | -35.2% |
| All | +0.8% | +286.3% | -285.5% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling