-16.7%
RKT vs APD
+24.3%
-41.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.3% |
| 7D | +17.7% | -3.7% | +21.3% | +19.6% |
| 30D | +31.6% | +9.6% | +22.0% | +26.6% |
| 3M | +13.9% | +1.6% | +12.3% | +13.1% |
| 6M | +2.8% | +2.2% | +0.6% | +1.3% |
| YTD | -22.2% | +25.9% | -48.1% | -31.3% |
| 1Y | -3.5% | +20.1% | -23.7% | -13.1% |
| 3Y | +95.3% | +12.4% | +82.9% | +77.7% |
| 5Y | -0.4% | +11.1% | -11.5% | -14.5% |
| All | -16.7% | +24.3% | -41.0% | -38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling