-6.6%
RKT vs ALLE
+52.7%
-59.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.5% | -4.6% |
| 7D | -7.5% | +1.6% | -9.1% | -8.7% |
| 30D | +26.6% | +24.1% | +2.5% | +5.8% |
| 3M | -2.4% | +14.8% | -17.3% | -13.0% |
| 6M | -7.4% | +45.9% | -53.2% | -32.7% |
| YTD | -29.2% | +20.7% | -49.9% | -40.8% |
| 1Y | -23.5% | +14.2% | -37.7% | -32.7% |
| 3Y | +73.9% | +90.7% | -16.8% | -4.3% |
| 5Y | -6.6% | +50.6% | -57.2% | -42.1% |
| All | -6.6% | +52.7% | -59.3% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 5y: compounded portfolio wealth divided by compounded ALLE 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…
5y analysis · Full analysis span regression · 6 months rolling