-23.5%
RKT vs ALK
-7.4%
-16.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.8% | -0.2% | -2.0% |
| 7D | -7.5% | +0.9% | -8.4% | -8.2% |
| 30D | +26.6% | +3.3% | +23.3% | +23.6% |
| 3M | -2.4% | -17.6% | +15.1% | +9.3% |
| 6M | -7.4% | +0.8% | -8.2% | -8.5% |
| YTD | -29.2% | -22.4% | -6.8% | -21.4% |
| 1Y | -23.5% | -10.1% | -13.5% | -21.6% |
| All | -23.5% | -7.4% | -16.2% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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