-20.1%
RKT vs ADM
+95.1%
-115.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.4% |
| 7D | -3.8% | +0.1% | -3.9% | -3.8% |
| 30D | +32.8% | -11.8% | +44.7% | +35.3% |
| 3M | +0.8% | -11.3% | +12.1% | +2.4% |
| 6M | -2.6% | -10.0% | +7.4% | -1.8% |
| YTD | -25.4% | +25.9% | -51.3% | -30.3% |
| 1Y | -19.1% | +26.7% | -45.8% | -24.5% |
| 3Y | +83.2% | +8.1% | +75.0% | +74.4% |
| 5Y | +0.8% | +23.5% | -22.7% | -7.6% |
| All | -20.1% | +95.1% | -115.2% | -45.1% |
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