-27.1%
RKT vs TE
-53.8%
+26.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.7% | -0.1% |
| 7D | -6.3% | +0.2% | -6.5% | -6.4% |
| 30D | -6.2% | -5.9% | -0.3% | -5.8% |
| 3M | -1.9% | -45.6% | +43.7% | +2.9% |
| 6M | -13.0% | -43.4% | +30.4% | -11.0% |
| YTD | -31.9% | -31.0% | -0.9% | -32.5% |
| 1Y | -37.6% | +145.2% | -182.8% | -47.6% |
| 3Y | +36.8% | -24.1% | +60.9% | +23.0% |
| 5Y | -9.7% | -48.1% | +38.4% | -13.5% |
| All | -27.1% | -53.8% | +26.7% | -34.3% |
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