-9.7%
RKT vs SEI
+950.2%
-959.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.2% | +3.4% | -1.3% |
| 7D | -7.2% | +20.7% | -27.9% | -9.1% |
| 30D | -7.9% | +9.1% | -17.0% | -9.0% |
| 3M | +5.2% | -6.0% | +11.2% | +4.9% |
| 6M | -14.9% | +18.9% | -33.8% | -17.5% |
| YTD | -31.9% | +40.1% | -72.0% | -35.2% |
| 1Y | -36.9% | +120.6% | -157.5% | -42.9% |
| 3Y | +35.7% | +562.1% | -526.4% | -5.3% |
| 5Y | -9.7% | +954.5% | -964.1% | -46.8% |
| All | -9.7% | +950.2% | -959.8% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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