-34.4%
RKT vs ADM
+42.9%
-77.2%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.4% | -5.2% | -2.3% |
| 7D | -1.0% | +1.4% | -2.3% | -0.7% |
| 30D | -2.4% | +8.2% | -10.6% | -1.1% |
| 3M | +1.9% | +8.7% | -6.8% | +3.7% |
| 6M | -13.9% | +29.1% | -42.9% | -14.9% |
| YTD | -30.6% | +53.7% | -84.3% | -34.5% |
| 1Y | -34.4% | +43.2% | -77.6% | -38.5% |
| All | -34.4% | +42.9% | -77.2% | -38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling