-24.1%
RKT vs ALC
+23.0%
-47.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -2.0% |
| 7D | -9.0% | -1.1% | -7.9% | -8.4% |
| 30D | +30.2% | +16.0% | +14.2% | +19.3% |
| 3M | -8.8% | +0.8% | -9.7% | -9.2% |
| 6M | -0.9% | +16.8% | -17.8% | -9.5% |
| YTD | -29.2% | -5.5% | -23.7% | -27.2% |
| 1Y | -20.1% | -5.3% | -14.8% | -18.0% |
| 3Y | +81.3% | +4.1% | +77.2% | +67.8% |
| 5Y | -6.6% | -7.1% | +0.4% | -9.6% |
| All | -24.1% | +23.0% | -47.2% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling