-22.2%
RKT vs EXEL
+156.2%
-178.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | +2.1% | +8.4% | -6.3% | +0.2% |
| 30D | +1.4% | +4.1% | -2.6% | +0.5% |
| 3M | +6.3% | +12.4% | -6.1% | +3.5% |
| 6M | -15.5% | +41.5% | -57.0% | -22.1% |
| YTD | -27.4% | +34.6% | -62.0% | -32.4% |
| 1Y | -26.6% | +57.9% | -84.4% | -34.2% |
| 3Y | +41.2% | +159.5% | -118.3% | +9.8% |
| 5Y | -6.4% | +198.5% | -204.9% | -31.1% |
| All | -22.2% | +156.2% | -178.4% | -41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling