+81.3%
RKT vs SRE
+24.6%
+56.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -9.0% | +1.8% | -10.7% | -9.4% |
| 30D | +30.2% | -3.0% | +33.2% | +31.1% |
| 3M | -8.8% | -7.3% | -1.6% | -7.1% |
| 6M | -0.9% | -11.9% | +10.9% | +2.3% |
| YTD | -29.2% | -7.9% | -21.3% | -27.7% |
| 1Y | -20.1% | -11.1% | -8.9% | -17.6% |
| 3Y | +81.3% | +24.8% | +56.5% | +30.6% |
| All | +81.3% | +24.6% | +56.7% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling