-31.3%
RKT vs ADVB
+15.2%
-46.6%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.1% |
| 7D | +2.1% | -3.8% | +5.9% | +2.0% |
| 30D | +1.4% | +17.6% | -16.1% | +2.2% |
| 3M | +6.3% | +119.1% | -112.9% | +11.6% |
| 6M | -15.5% | +103.4% | -118.8% | -11.3% |
| YTD | -27.4% | +59.8% | -87.2% | -23.6% |
| All | -31.3% | +15.2% | -46.6% | -29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling