+36.9%
RKT vs IEFA
+64.1%
-27.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -0.4% |
| 7D | -7.2% | -2.4% | -4.8% | -3.8% |
| 30D | -7.9% | -2.1% | -5.8% | -4.7% |
| 3M | +5.2% | +5.5% | -0.4% | -2.4% |
| 6M | -14.9% | +8.1% | -23.0% | -22.8% |
| YTD | -31.9% | +11.9% | -43.8% | -40.6% |
| 1Y | -36.9% | +18.1% | -55.0% | -48.6% |
| All | +36.9% | +64.1% | -27.1% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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