+41.6%
RKT vs ADM
+20.7%
+20.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | +2.1% | +3.8% | -1.7% | +1.8% |
| 30D | +1.4% | +9.8% | -8.3% | +0.6% |
| 3M | +6.3% | +2.1% | +4.1% | +6.2% |
| 6M | -15.5% | +27.5% | -43.0% | -18.8% |
| YTD | -27.4% | +50.2% | -77.6% | -32.3% |
| 1Y | -26.6% | +40.6% | -67.2% | -30.9% |
| All | +41.6% | +20.7% | +20.9% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling