+95.3%
RKT vs ABCL
+156.0%
-60.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -4.3% |
| 6M | +2.8% | +135.7% | -132.9% | -20.9% |
| YTD | -22.2% | +247.4% | -269.6% | -46.2% |
| 1Y | -3.5% | +162.3% | -165.8% | -29.2% |
| 3Y | +95.3% | +165.5% | -70.2% | +38.7% |
| All | +95.3% | +156.0% | -60.8% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling