-32.6%
RKT vs ADVB
+10.9%
-43.4%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.0% | -1.9% |
| 7D | +6.0% | -14.0% | +20.0% | +5.5% |
| 30D | +0.7% | +41.0% | -40.3% | +2.0% |
| 3M | +11.8% | +127.9% | -116.1% | +17.5% |
| 6M | -7.6% | +101.3% | -109.0% | -3.3% |
| YTD | -28.7% | +53.8% | -82.4% | -25.1% |
| 1Y | -32.6% | +4.4% | -37.0% | -31.1% |
| All | -32.6% | +10.9% | -43.4% | -31.1% |
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