-16.7%
RKT vs ALK
+8.9%
-25.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | +17.7% | +9.0% | +8.6% | +13.7% |
| 30D | +31.6% | -1.6% | +33.3% | +32.6% |
| 3M | +13.9% | -23.2% | +37.1% | +26.2% |
| 6M | +2.8% | -3.9% | +6.7% | +4.7% |
| YTD | -22.2% | -22.6% | +0.4% | -14.9% |
| 1Y | -3.5% | -5.3% | +1.8% | -1.8% |
| 3Y | +95.3% | +18.6% | +76.7% | +69.0% |
| 5Y | -0.4% | -34.4% | +34.0% | +2.4% |
| All | -16.7% | +8.9% | -25.6% | -21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling