-2.4%
RKT vs ADVB
-95.9%
+93.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +42.7% | -47.7% | -4.2% |
| 7D | -7.5% | +74.2% | -81.7% | -6.3% |
| 30D | +26.6% | -35.9% | +62.4% | +26.8% |
| 3M | -2.4% | -56.4% | +54.0% | -2.7% |
| 6M | -7.4% | -36.7% | +29.3% | -7.1% |
| YTD | -29.2% | -43.3% | +14.1% | -29.2% |
| 1Y | -23.5% | -63.4% | +39.8% | -22.1% |
| All | -2.4% | -95.9% | +93.4% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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