-24.1%
RKT vs CF
+326.5%
-350.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -9.0% | +4.8% | -13.7% | -8.9% |
| 30D | +30.2% | +4.7% | +25.5% | +30.2% |
| 3M | -8.8% | +7.4% | -16.3% | -8.8% |
| 6M | -0.9% | +0.6% | -1.5% | -0.8% |
| YTD | -29.2% | +64.1% | -93.3% | -33.1% |
| 1Y | -20.1% | +51.4% | -71.5% | -23.9% |
| 3Y | +81.3% | +67.8% | +13.5% | +68.5% |
| 5Y | -6.6% | +114.1% | -120.7% | -13.3% |
| All | -24.1% | +326.5% | -350.7% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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