-20.0%
RKT vs SE
-47.8%
+27.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.4% | -4.5% |
| 7D | +4.6% | 0.0% | +4.6% | +4.7% |
| 30D | +25.9% | -19.4% | +45.2% | +32.1% |
| 3M | +5.0% | -33.1% | +38.1% | +14.9% |
| 6M | -7.9% | -11.4% | +3.5% | -6.0% |
| YTD | -25.4% | -39.8% | +14.4% | -17.3% |
| 1Y | -15.4% | -50.5% | +35.1% | -2.3% |
| 3Y | +83.3% | +68.9% | +14.4% | +48.6% |
| 5Y | -0.8% | -77.1% | +76.3% | +14.0% |
| All | -20.0% | -47.8% | +27.7% | -35.5% |
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