-23.6%
RKT vs ALC
+14.7%
-38.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -0.6% |
| 7D | +6.0% | -3.7% | +9.7% | +8.4% |
| 30D | +0.7% | -3.7% | +4.4% | +3.0% |
| 3M | +11.8% | +4.6% | +7.3% | +9.1% |
| 6M | -7.6% | -14.6% | +7.0% | +1.0% |
| YTD | -28.7% | -11.9% | -16.8% | -23.6% |
| 1Y | -32.6% | -13.1% | -19.4% | -27.3% |
| 3Y | +42.1% | -15.0% | +57.1% | +49.8% |
| 5Y | -7.2% | -16.2% | +9.0% | -5.1% |
| All | -23.6% | +14.7% | -38.3% | -31.4% |
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