-34.4%
RKT vs SE
-42.8%
+8.4%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | -1.6% |
| 7D | -1.0% | -3.6% | +2.7% | +0.1% |
| 30D | -2.4% | -5.3% | +2.9% | -1.2% |
| 3M | +1.9% | +28.1% | -26.2% | -4.9% |
| 6M | -13.9% | +20.7% | -34.5% | -19.3% |
| YTD | -30.6% | -14.8% | -15.8% | -30.8% |
| 1Y | -34.4% | -43.6% | +9.2% | -38.0% |
| All | -34.4% | -42.8% | +8.4% | -38.0% |
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 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