-24.1%
RKT vs TE
-80.8%
+56.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.3% |
| 7D | -9.0% | -19.1% | +10.1% | -7.0% |
| 30D | +30.2% | -34.1% | +64.3% | +35.1% |
| 3M | -8.8% | -60.1% | +51.3% | -0.7% |
| 6M | -0.9% | -66.0% | +65.0% | +6.8% |
| YTD | -29.2% | -71.4% | +42.2% | -23.7% |
| 1Y | -20.1% | -45.3% | +25.2% | -20.2% |
| 3Y | +81.3% | +9.1% | +72.2% | +47.1% |
| 5Y | -6.6% | -82.6% | +76.0% | -5.4% |
| All | -24.1% | -80.8% | +56.7% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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