-13.3%
RKT vs ABCL
-79.5%
+66.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.2% | -4.4% | -0.2% |
| 7D | +10.3% | +12.4% | -2.1% | +7.6% |
| 30D | +32.3% | -0.4% | +32.7% | +31.2% |
| 3M | +10.7% | +80.4% | -69.7% | -5.3% |
| 6M | -3.2% | +138.5% | -141.7% | -23.5% |
| YTD | -21.5% | +265.5% | -287.0% | -44.0% |
| 1Y | -6.0% | +219.7% | -225.7% | -31.1% |
| 3Y | +104.2% | +209.4% | -105.2% | +40.7% |
| 5Y | +2.5% | -15.0% | +17.5% | -17.6% |
| All | -13.3% | -79.5% | +66.2% | -35.1% |
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