-19.1%
RKT vs ADVB
-73.0%
+53.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.0% | -10.0% | +0.3% |
| 7D | -3.8% | +10.5% | -14.3% | -3.4% |
| 30D | +32.8% | -56.0% | +88.9% | +30.0% |
| 3M | +0.8% | -70.1% | +71.0% | -2.4% |
| 6M | -2.6% | -53.7% | +51.1% | -2.2% |
| YTD | -25.4% | -60.3% | +34.9% | -24.2% |
| 1Y | -19.1% | -73.1% | +54.0% | -12.1% |
| All | -19.1% | -73.0% | +53.9% | -12.1% |
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