-32.6%
RKT vs APD
+5.6%
-38.2%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.8% |
| 7D | +6.0% | -2.5% | +8.5% | +6.0% |
| 30D | +0.7% | -1.9% | +2.5% | +0.7% |
| 3M | +11.8% | +8.2% | +3.6% | +11.8% |
| 6M | -7.6% | +10.7% | -18.4% | -7.8% |
| YTD | -28.7% | +22.9% | -51.6% | -29.9% |
| 1Y | -32.6% | +5.8% | -38.4% | -27.7% |
| All | -32.6% | +5.6% | -38.2% | -27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling