-23.6%
RKT vs TE
-49.2%
+25.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.0% | -11.8% | -2.8% |
| 7D | +6.0% | +18.2% | -12.2% | +4.1% |
| 30D | +0.7% | -13.5% | +14.2% | +1.9% |
| 3M | +11.8% | -44.6% | +56.4% | +16.9% |
| 6M | -7.6% | -24.7% | +17.1% | -8.3% |
| YTD | -28.7% | -24.3% | -4.4% | -29.9% |
| 1Y | -32.6% | +155.6% | -188.1% | -43.7% |
| 3Y | +42.1% | -18.3% | +60.4% | +27.0% |
| 5Y | -7.2% | -41.3% | +34.1% | -11.5% |
| All | -23.6% | -49.2% | +25.7% | -31.9% |
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