+2.5%
RKT vs SE
-77.7%
+80.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.1% | +0.2% |
| 7D | +10.3% | +3.3% | +7.0% | +9.5% |
| 30D | +32.3% | -18.2% | +50.5% | +38.4% |
| 3M | +10.7% | -31.3% | +42.0% | +20.4% |
| 6M | -3.2% | -10.1% | +6.9% | -1.5% |
| YTD | -21.5% | -38.9% | +17.3% | -13.3% |
| 1Y | -6.0% | -48.0% | +42.0% | +7.4% |
| 3Y | +104.2% | +78.8% | +25.4% | +62.2% |
| 5Y | +2.5% | -77.1% | +79.6% | +17.8% |
| All | +2.5% | -77.7% | +80.1% | +17.8% |
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