+104.2%
RKT vs CF
+58.0%
+46.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.8% |
| 7D | +10.3% | -0.9% | +11.2% | +10.3% |
| 30D | +32.3% | +6.9% | +25.4% | +33.8% |
| 3M | +10.7% | +4.8% | +5.9% | +11.9% |
| 6M | -3.2% | +4.7% | -7.9% | -1.9% |
| YTD | -21.5% | +56.5% | -78.0% | -25.8% |
| 1Y | -6.0% | +48.4% | -54.4% | -10.4% |
| 3Y | +104.2% | +59.1% | +45.1% | +76.2% |
| All | +104.2% | +58.0% | +46.3% | +76.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling