-22.2%
RKT vs ALK
+17.6%
-39.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.7% | -1.7% |
| 7D | +2.1% | -0.7% | +2.8% | +2.4% |
| 30D | +1.4% | -19.2% | +20.7% | +10.2% |
| 3M | +6.3% | -1.5% | +7.8% | +7.0% |
| 6M | -15.5% | -13.1% | -2.4% | -11.4% |
| YTD | -27.4% | -16.4% | -11.0% | -23.0% |
| 1Y | -26.6% | -33.1% | +6.5% | -16.7% |
| 3Y | +41.2% | +0.6% | +40.6% | +30.2% |
| 5Y | -6.4% | -26.4% | +20.0% | -7.3% |
| All | -22.2% | +17.6% | -39.8% | -28.9% |
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