-27.0%
RKT vs SRE
+59.1%
-86.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.3% |
| 7D | -7.2% | -0.7% | -6.6% | -7.0% |
| 30D | -7.9% | -1.7% | -6.2% | -7.4% |
| 3M | +5.2% | -7.1% | +12.2% | +8.0% |
| 6M | -14.9% | -8.4% | -6.5% | -12.1% |
| YTD | -31.9% | -3.5% | -28.4% | -31.2% |
| 1Y | -36.9% | +5.4% | -42.3% | -38.9% |
| 3Y | +35.7% | +29.5% | +6.2% | +12.1% |
| 5Y | -9.7% | +48.3% | -58.0% | -28.1% |
| All | -27.0% | +59.1% | -86.1% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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