-22.2%
RKT vs SRE
+59.2%
-81.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | +2.1% | -0.3% | +2.4% | +2.2% |
| 30D | +1.4% | -0.7% | +2.2% | +1.5% |
| 3M | +6.3% | -6.3% | +12.6% | +8.8% |
| 6M | -15.5% | -10.7% | -4.8% | -11.6% |
| YTD | -27.4% | -3.5% | -23.9% | -26.6% |
| 1Y | -26.6% | +5.3% | -31.9% | -28.9% |
| 3Y | +41.2% | +31.8% | +9.4% | +15.6% |
| 5Y | -6.4% | +47.4% | -53.8% | -25.3% |
| All | -22.2% | +59.2% | -81.4% | -41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling