+42.1%
RKT vs EXPE
+162.6%
-120.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.9% | +6.1% | +0.1% |
| 7D | +6.0% | -9.8% | +15.7% | +8.5% |
| 30D | +0.7% | -11.5% | +12.2% | +3.5% |
| 3M | +11.8% | +21.7% | -9.9% | +7.1% |
| 6M | -7.6% | +10.4% | -18.0% | -10.3% |
| YTD | -28.7% | -2.5% | -26.1% | -29.5% |
| 1Y | -32.6% | +27.3% | -59.9% | -37.5% |
| 3Y | +42.1% | +153.5% | -111.4% | +8.3% |
| All | +42.1% | +162.6% | -120.5% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling