-24.1%
RKT vs SRE
+50.8%
-75.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.0% | -6.0% | -5.5% |
| 7D | -7.5% | -1.1% | -6.4% | -7.1% |
| 30D | +26.6% | -4.1% | +30.7% | +28.6% |
| 3M | -2.4% | -7.3% | +4.9% | +0.3% |
| 6M | -7.4% | -14.1% | +6.8% | -1.7% |
| YTD | -29.2% | -8.5% | -20.7% | -27.0% |
| 1Y | -23.5% | -12.0% | -11.5% | -19.8% |
| 3Y | +73.9% | +23.4% | +50.6% | +46.1% |
| 5Y | -6.6% | +51.3% | -57.9% | -25.5% |
| All | -24.1% | +50.8% | -75.0% | -41.3% |
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 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