-6.3%
RKT vs ALLE
+13.7%
-20.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.9% |
| 7D | +2.1% | -0.2% | +2.3% | +2.4% |
| 30D | +1.4% | -6.8% | +8.2% | +7.6% |
| 3M | +6.3% | +21.0% | -14.8% | -9.6% |
| 6M | -15.5% | +1.1% | -16.6% | -16.8% |
| YTD | -27.4% | -0.5% | -26.8% | -28.5% |
| 1Y | -26.6% | -7.3% | -19.3% | -23.4% |
| 3Y | +41.2% | +42.3% | -1.0% | +0.4% |
| All | -6.3% | +13.7% | -20.0% | -30.8% |
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