-22.2%
RKT vs APA
+212.0%
-234.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.9% |
| 7D | +2.1% | +0.5% | +1.6% | +2.1% |
| 30D | +1.4% | +23.4% | -22.0% | +0.2% |
| 3M | +6.3% | +12.7% | -6.4% | +5.4% |
| 6M | -15.5% | +39.4% | -54.9% | -18.7% |
| YTD | -27.4% | +79.0% | -106.3% | -32.2% |
| 1Y | -26.6% | +88.8% | -115.4% | -32.1% |
| 3Y | +41.2% | +6.4% | +34.9% | +38.1% |
| 5Y | -6.4% | +153.0% | -159.4% | -13.8% |
| All | -22.2% | +212.0% | -234.2% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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