-20.1%
RKT vs SE
-49.7%
+29.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | +0.8% |
| 7D | -3.8% | -7.7% | +3.9% | -2.0% |
| 30D | +32.8% | -22.8% | +55.7% | +40.9% |
| 3M | +0.8% | -43.7% | +44.6% | +15.2% |
| 6M | -2.6% | -12.8% | +10.2% | -0.3% |
| YTD | -25.4% | -42.0% | +16.6% | -16.6% |
| 1Y | -19.1% | -48.0% | +28.9% | -7.4% |
| 3Y | +83.2% | +62.7% | +20.5% | +49.8% |
| 5Y | +0.8% | -77.8% | +78.6% | +16.7% |
| All | -20.1% | -49.7% | +29.6% | -35.0% |
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