-17.6%
RKT vs ABCL
-79.6%
+62.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -4.8% |
| 7D | +4.6% | +2.3% | +2.3% | +4.0% |
| 30D | +25.9% | -0.7% | +26.5% | +24.8% |
| 3M | +5.0% | +33.4% | -28.4% | -3.1% |
| 6M | -7.9% | +137.8% | -145.7% | -27.2% |
| YTD | -25.4% | +264.3% | -289.7% | -46.7% |
| 1Y | -15.4% | +209.2% | -224.6% | -37.6% |
| 3Y | +83.3% | +208.4% | -125.1% | +26.4% |
| 5Y | -0.8% | -11.9% | +11.1% | -20.3% |
| All | -17.6% | -79.6% | +62.0% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling