-16.0%
RKT vs ARMK
+286.0%
-302.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.3% | -0.9% |
| 7D | +10.3% | +0.9% | +9.4% | +9.6% |
| 30D | +32.3% | -0.4% | +32.7% | +31.6% |
| 3M | +10.7% | -2.0% | +12.7% | +10.9% |
| 6M | -3.2% | +22.0% | -25.1% | -11.9% |
| YTD | -21.5% | +49.6% | -71.1% | -34.4% |
| 1Y | -6.0% | +46.4% | -52.4% | -20.6% |
| 3Y | +104.2% | +103.2% | +1.0% | +43.7% |
| 5Y | +2.5% | +108.1% | -105.6% | -30.3% |
| All | -16.0% | +286.0% | -302.0% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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