-20.0%
RKT vs ALM
+587.8%
-607.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.2% | +2.4% | -4.4% |
| 7D | +4.6% | -6.3% | +11.0% | +5.0% |
| 30D | +25.9% | -31.4% | +57.3% | +28.8% |
| 3M | +5.0% | -40.6% | +45.6% | +8.1% |
| 6M | -7.9% | -58.6% | +50.7% | -3.6% |
| YTD | -25.4% | -7.6% | -17.8% | -25.2% |
| 1Y | -15.4% | +13.8% | -29.2% | -16.3% |
| 3Y | +83.3% | +842.1% | -758.8% | +51.1% |
| 5Y | -0.8% | +407.4% | -408.2% | -16.7% |
| All | -20.0% | +587.8% | -607.8% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling