-14.1%
RKT vs ABCL
-80.5%
+66.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.7% | -5.1% | +0.3% |
| 7D | +17.7% | -3.2% | +20.8% | +17.9% |
| 30D | +31.6% | -7.4% | +39.0% | +32.3% |
| 3M | +13.9% | +81.9% | -68.0% | -2.8% |
| 6M | +2.8% | +135.7% | -132.9% | -18.5% |
| YTD | -22.2% | +247.4% | -269.6% | -43.9% |
| 1Y | -3.5% | +162.3% | -165.8% | -26.6% |
| 3Y | +95.3% | +165.5% | -70.2% | +38.5% |
| 5Y | -0.4% | -21.3% | +20.9% | -19.0% |
| All | -14.1% | -80.5% | +66.4% | -35.0% |
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