+8.6%
AAL vs RKT
+0.4%
+8.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.9% | +6.6% | +7.3% |
| 7D | +8.3% | +10.3% | -2.1% | +6.1% |
| 30D | +11.0% | +32.3% | -21.3% | +4.7% |
| 3M | -11.2% | +10.7% | -21.9% | -13.3% |
| 6M | +6.1% | -3.2% | +9.3% | +6.0% |
| YTD | -7.6% | -21.5% | +13.9% | -4.7% |
| 1Y | +3.7% | -6.0% | +9.7% | +3.5% |
| 3Y | +20.5% | +104.2% | -83.7% | +1.3% |
| 5Y | -36.4% | +2.5% | -38.9% | -44.6% |
| All | +8.6% | +0.4% | +8.2% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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