+2.5%
RKT vs ALM
+441.7%
-439.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.1% | -7.2% | +0.3% |
| 7D | +10.3% | +0.7% | +9.6% | +10.2% |
| 30D | +32.3% | -26.1% | +58.4% | +34.8% |
| 3M | +10.7% | -38.1% | +48.8% | +13.8% |
| 6M | -3.2% | -55.4% | +52.2% | +1.1% |
| YTD | -21.5% | -0.4% | -21.1% | -21.5% |
| 1Y | -6.0% | +25.4% | -31.4% | -7.2% |
| 3Y | +104.2% | +907.8% | -803.5% | +64.5% |
| 5Y | +2.5% | +440.2% | -437.7% | -15.0% |
| All | +2.5% | +441.7% | -439.2% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling