-36.9%
RKT vs ALB
+68.9%
-105.8%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -1.3% |
| 7D | -7.2% | -7.6% | +0.4% | -6.0% |
| 30D | -7.9% | -5.6% | -2.3% | -7.2% |
| 3M | +5.2% | -16.8% | +22.0% | +7.8% |
| 6M | -14.9% | -26.3% | +11.4% | -12.0% |
| YTD | -31.9% | -13.2% | -18.6% | -31.5% |
| 1Y | -36.9% | +68.8% | -105.7% | -41.9% |
| All | -36.9% | +68.9% | -105.8% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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