-10.4%
RKT vs SE
-48.0%
+37.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +4.5% | +4.2% | +7.4% |
| 7D | +29.7% | +6.7% | +23.1% | +27.4% |
| 30D | +28.5% | -17.2% | +45.7% | +35.3% |
| 3M | +6.4% | -28.0% | +34.4% | +16.6% |
| 6M | +7.1% | -6.1% | +13.2% | +8.1% |
| YTD | -22.5% | -37.1% | +14.7% | -14.1% |
| 1Y | -10.4% | -48.8% | +38.3% | +2.6% |
| All | -10.4% | -48.0% | +37.6% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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