-22.2%
RKT vs TE
-53.9%
+31.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.3% |
| 7D | +2.1% | -4.0% | +6.1% | +2.5% |
| 30D | +1.4% | -15.9% | +17.3% | +3.1% |
| 3M | +6.3% | -60.5% | +66.8% | +15.1% |
| 6M | -15.5% | -35.2% | +19.8% | -14.6% |
| YTD | -27.4% | -31.1% | +3.8% | -27.9% |
| 1Y | -26.6% | +148.6% | -175.2% | -38.5% |
| 3Y | +41.2% | -26.4% | +67.6% | +27.7% |
| 5Y | -6.4% | -48.0% | +41.6% | -10.2% |
| All | -22.2% | -53.9% | +31.7% | -29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling