-24.1%
RKT vs EXPE
+219.7%
-243.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | -9.0% | -0.5% | -8.5% | -8.8% |
| 30D | +30.2% | -6.1% | +36.3% | +32.2% |
| 3M | -8.8% | -21.3% | +12.5% | -3.1% |
| 6M | -0.9% | +19.0% | -19.9% | -5.7% |
| YTD | -29.2% | -8.4% | -20.8% | -29.0% |
| 1Y | -20.1% | -2.8% | -17.3% | -21.3% |
| 3Y | +81.3% | +120.8% | -39.4% | +34.6% |
| 5Y | -6.6% | +46.2% | -52.8% | -29.1% |
| All | -24.1% | +219.7% | -243.8% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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