-7.2%
RKT vs ADM
+64.4%
-71.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.8% |
| 7D | +6.0% | -0.1% | +6.0% | +6.0% |
| 30D | +0.7% | +11.0% | -10.4% | -1.0% |
| 3M | +11.8% | +6.0% | +5.8% | +10.5% |
| 6M | -7.6% | +26.9% | -34.5% | -12.3% |
| YTD | -28.7% | +50.0% | -78.7% | -34.7% |
| 1Y | -32.6% | +39.6% | -72.2% | -37.4% |
| 3Y | +42.1% | +18.5% | +23.6% | +35.6% |
| 5Y | -7.2% | +62.6% | -69.7% | -16.5% |
| All | -7.2% | +64.4% | -71.6% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling