-11.4%
RKT vs VWO
+34.0%
-45.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.9% |
| 7D | -6.3% | -1.8% | -4.5% | -4.3% |
| 30D | -6.2% | -0.1% | -6.1% | -6.0% |
| 3M | -1.9% | +2.2% | -4.1% | -4.5% |
| 6M | -13.0% | +8.8% | -21.8% | -20.5% |
| YTD | -31.9% | +12.4% | -44.3% | -39.8% |
| 1Y | -37.6% | +15.6% | -53.1% | -46.6% |
| 3Y | +36.8% | +62.5% | -25.7% | -23.0% |
| All | -11.4% | +34.0% | -45.5% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 5y: compounded portfolio wealth divided by compounded VWO 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…
5y analysis · Full analysis span regression · 6 months rolling