-20.0%
RKT vs APD
+27.4%
-47.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.2% | -5.0% |
| 7D | +4.6% | -0.2% | +4.9% | +4.8% |
| 30D | +25.9% | +11.0% | +14.9% | +20.4% |
| 3M | +5.0% | +1.3% | +3.7% | +4.4% |
| 6M | -7.9% | +6.4% | -14.3% | -10.9% |
| YTD | -25.4% | +28.9% | -54.3% | -34.8% |
| 1Y | -15.4% | +23.2% | -38.6% | -24.6% |
| 3Y | +83.3% | +26.3% | +57.0% | +58.1% |
| 5Y | -0.8% | +12.0% | -12.8% | -15.2% |
| All | -20.0% | +27.4% | -47.4% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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