-9.7%
RKT vs SRE
+48.6%
-58.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.2% | -2.5% |
| 7D | -1.0% | +1.5% | -2.4% | -1.6% |
| 30D | -2.4% | +0.8% | -3.2% | -3.1% |
| 3M | +1.9% | -5.8% | +7.7% | +4.2% |
| 6M | -13.9% | -7.8% | -6.1% | -11.0% |
| YTD | -30.6% | -2.4% | -28.3% | -30.3% |
| 1Y | -34.4% | +8.9% | -43.3% | -37.7% |
| 3Y | +38.2% | +31.1% | +7.1% | +8.3% |
| 5Y | -9.7% | +48.6% | -58.3% | -35.3% |
| All | -9.7% | +48.6% | -58.2% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling