-22.2%
RKT vs ALLE
+70.4%
-92.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.9% |
| 7D | +2.1% | -0.2% | +2.3% | +2.3% |
| 30D | +1.4% | -6.8% | +8.2% | +7.0% |
| 3M | +6.3% | +21.0% | -14.8% | -8.0% |
| 6M | -15.5% | +1.1% | -16.6% | -16.6% |
| YTD | -27.4% | -0.5% | -26.8% | -28.3% |
| 1Y | -26.6% | -7.3% | -19.3% | -23.6% |
| 3Y | +41.2% | +42.3% | -1.0% | +6.3% |
| 5Y | -6.4% | +13.5% | -19.9% | -25.6% |
| All | -22.2% | +70.4% | -92.6% | -52.3% |
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