-6.3%
RKT vs ALB
-44.4%
+38.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.3% | +0.1% |
| 7D | +2.1% | -8.1% | +10.2% | +4.3% |
| 30D | +1.4% | +6.3% | -4.8% | -0.6% |
| 3M | +6.3% | -23.6% | +29.8% | +13.2% |
| 6M | -15.5% | -24.6% | +9.2% | -10.5% |
| YTD | -27.4% | -10.3% | -17.1% | -27.5% |
| 1Y | -26.6% | +61.5% | -88.0% | -39.0% |
| 3Y | +41.2% | -34.0% | +75.2% | +49.5% |
| All | -6.3% | -44.4% | +38.1% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling