+8.6%
RKT vs WETO
-99.4%
+108.0%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.1% | -8.8% | -1.7% |
| 7D | -7.2% | -19.9% | +12.6% | -7.4% |
| 30D | -7.9% | -42.7% | +34.8% | -7.6% |
| 3M | +5.2% | -97.7% | +102.9% | +11.8% |
| 6M | -14.9% | -94.4% | +79.5% | -14.1% |
| YTD | -31.9% | -97.0% | +65.1% | -29.8% |
| 1Y | -36.9% | -98.9% | +62.0% | -32.7% |
| All | +8.6% | -99.4% | +108.0% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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