-24.1%
RKT vs APD
+29.8%
-54.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.3% | -5.4% | -5.2% |
| 7D | -7.5% | +2.2% | -9.7% | -8.4% |
| 30D | +26.6% | +9.4% | +17.2% | +21.8% |
| 3M | -2.4% | +4.7% | -7.1% | -4.4% |
| 6M | -7.4% | +5.5% | -12.8% | -9.9% |
| YTD | -29.2% | +31.4% | -60.6% | -38.7% |
| 1Y | -23.5% | +24.1% | -47.6% | -32.1% |
| 3Y | +73.9% | +28.8% | +45.2% | +48.7% |
| 5Y | -6.6% | +15.8% | -22.4% | -21.3% |
| All | -24.1% | +29.8% | -54.0% | -44.6% |
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