-23.6%
RKT vs ALM
+1,515.5%
-1,539.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.8% | -10.6% | -2.3% |
| 7D | +6.0% | +8.4% | -2.4% | +5.4% |
| 30D | +0.7% | +34.8% | -34.2% | -1.4% |
| 3M | +11.8% | +16.2% | -4.4% | +10.1% |
| 6M | -7.6% | +2.1% | -9.8% | -8.7% |
| YTD | -28.7% | +117.0% | -145.7% | -32.2% |
| 1Y | -32.6% | +313.9% | -346.4% | -38.2% |
| 3Y | +42.1% | +2,327.9% | -2,285.8% | +9.7% |
| 5Y | -7.2% | +1,040.6% | -1,047.8% | -25.9% |
| All | -23.6% | +1,515.5% | -1,539.1% | -38.1% |
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