-7.2%
RKT vs EXPE
+89.5%
-96.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.9% | +6.1% | +0.6% |
| 7D | +6.0% | -9.8% | +15.7% | +9.3% |
| 30D | +0.7% | -11.5% | +12.2% | +4.2% |
| 3M | +11.8% | +21.7% | -9.9% | +5.3% |
| 6M | -7.6% | +10.4% | -18.0% | -11.0% |
| YTD | -28.7% | -2.5% | -26.1% | -29.7% |
| 1Y | -32.6% | +27.3% | -59.9% | -39.3% |
| 3Y | +42.1% | +153.5% | -111.4% | -5.3% |
| 5Y | -7.2% | +91.1% | -98.2% | -35.6% |
| All | -7.2% | +89.5% | -96.6% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling