-20.1%
RKT vs EXPE
-4.7%
-15.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | -9.0% | -0.5% | -8.5% | -8.8% |
| 30D | +30.2% | -6.1% | +36.3% | +32.3% |
| 3M | -8.8% | -21.3% | +12.5% | -3.0% |
| 6M | -0.9% | +19.0% | -19.9% | -4.0% |
| YTD | -29.2% | -8.4% | -20.8% | -29.8% |
| 1Y | -20.1% | -2.8% | -17.3% | -24.1% |
| All | -20.1% | -4.7% | -15.3% | -24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling