-2.4%
RKT vs ADVB
-96.8%
+94.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -23.6% | +23.6% | -0.5% |
| 7D | -9.0% | +27.8% | -36.7% | -8.3% |
| 30D | +30.2% | -50.8% | +81.0% | +29.8% |
| 3M | -8.8% | -70.5% | +61.7% | -9.7% |
| 6M | -0.9% | -46.7% | +45.8% | -1.3% |
| YTD | -29.2% | -56.7% | +27.5% | -29.6% |
| 1Y | -20.1% | -71.8% | +51.7% | -18.9% |
| All | -2.4% | -96.8% | +94.4% | +27.3% |
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