-25.7%
RKT vs ADM
+138.1%
-163.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.4% | -5.2% | -3.1% |
| 7D | -1.0% | +1.4% | -2.3% | -1.2% |
| 30D | -2.4% | +8.2% | -10.6% | -3.7% |
| 3M | +1.9% | +8.7% | -6.8% | +0.2% |
| 6M | -13.9% | +29.1% | -42.9% | -18.7% |
| YTD | -30.6% | +53.7% | -84.3% | -37.0% |
| 1Y | -34.4% | +43.2% | -77.6% | -39.6% |
| 3Y | +38.2% | +21.4% | +16.8% | +30.8% |
| 5Y | -9.7% | +67.1% | -76.8% | -21.9% |
| All | -25.7% | +138.1% | -163.8% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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