+7.2%
RKT vs ADVB
-97.5%
+104.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.2% | -2.6% | +1.7% |
| 7D | +17.7% | -13.9% | +31.6% | +17.4% |
| 30D | +31.6% | -68.1% | +99.8% | +30.0% |
| 3M | +13.9% | -73.4% | +87.3% | +12.4% |
| 6M | +2.8% | -70.8% | +73.6% | +2.0% |
| YTD | -22.2% | -66.1% | +43.9% | -23.2% |
| 1Y | -3.5% | -77.5% | +74.0% | -3.0% |
| All | +7.2% | -97.5% | +104.7% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling