-25.7%
RKT vs SE
-26.0%
+0.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | -1.8% |
| 7D | -1.0% | -3.6% | +2.7% | -0.1% |
| 30D | -2.4% | -5.3% | +2.9% | -1.4% |
| 3M | +1.9% | +28.1% | -26.2% | -4.1% |
| 6M | -13.9% | +20.7% | -34.5% | -18.1% |
| YTD | -30.6% | -14.8% | -15.8% | -29.0% |
| 1Y | -34.4% | -43.6% | +9.2% | -26.6% |
| 3Y | +38.2% | +184.2% | -146.0% | -1.7% |
| 5Y | -9.7% | -66.3% | +56.6% | -5.1% |
| All | -25.7% | -26.0% | +0.4% | -44.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling