-22.2%
RKT vs VEU
+103.9%
-126.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.9% |
| 7D | +2.1% | +1.1% | +1.0% | +0.6% |
| 30D | +1.4% | +2.2% | -0.7% | -1.4% |
| 3M | +6.3% | +3.0% | +3.3% | +2.1% |
| 6M | -15.5% | +10.9% | -26.3% | -25.9% |
| YTD | -27.4% | +18.2% | -45.6% | -41.5% |
| 1Y | -26.6% | +28.3% | -54.9% | -47.0% |
| 3Y | +41.2% | +74.6% | -33.4% | -32.8% |
| 5Y | -6.4% | +56.4% | -62.8% | -49.9% |
| All | -22.2% | +103.9% | -126.1% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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