+95.3%
RKT vs ARMK
+91.9%
+3.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.5% | -2.8% | +0.5% |
| 7D | +17.7% | -2.6% | +20.3% | +18.3% |
| 30D | +31.6% | -5.2% | +36.8% | +33.0% |
| 3M | +13.9% | -6.5% | +20.4% | +15.6% |
| 6M | +2.8% | +15.3% | -12.5% | -1.5% |
| YTD | -22.2% | +43.6% | -65.8% | -29.1% |
| 1Y | -3.5% | +42.1% | -45.6% | -11.8% |
| 3Y | +95.3% | +94.0% | +1.3% | +81.7% |
| All | +95.3% | +91.9% | +3.3% | +81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling