-16.7%
RKT vs ALLE
+101.8%
-118.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.6% | +2.3% |
| 7D | +17.7% | -0.6% | +18.2% | +18.3% |
| 30D | +31.6% | +25.3% | +6.3% | +11.3% |
| 3M | +13.9% | +10.3% | +3.6% | +6.0% |
| 6M | +2.8% | +38.0% | -35.2% | -19.4% |
| YTD | -22.2% | +17.8% | -40.0% | -32.3% |
| 1Y | -3.5% | +13.6% | -17.1% | -13.5% |
| 3Y | +95.3% | +89.2% | +6.1% | +19.5% |
| 5Y | -0.4% | +51.1% | -51.5% | -32.9% |
| All | -16.7% | +101.8% | -118.5% | -54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling