-7.2%
RKT vs SE
-67.4%
+60.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.0% |
| 7D | +6.0% | +0.6% | +5.4% | +5.8% |
| 30D | +0.7% | -0.1% | +0.7% | +0.4% |
| 3M | +11.8% | +34.1% | -22.3% | +4.0% |
| 6M | -7.6% | +23.2% | -30.8% | -12.7% |
| YTD | -28.7% | -11.2% | -17.5% | -27.7% |
| 1Y | -32.6% | -40.5% | +8.0% | -25.5% |
| 3Y | +42.1% | +196.3% | -154.2% | -0.7% |
| 5Y | -7.2% | -67.0% | +59.9% | -2.4% |
| All | -7.2% | -67.4% | +60.3% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling