+1.7%
RKT vs CF
+120.6%
-118.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.6% |
| 7D | +17.7% | -3.2% | +20.8% | +17.7% |
| 30D | +31.6% | +4.3% | +27.3% | +31.6% |
| 3M | +13.9% | +2.8% | +11.1% | +13.8% |
| 6M | +2.8% | +0.6% | +2.2% | +2.6% |
| YTD | -22.2% | +56.6% | -78.8% | -28.3% |
| 1Y | -3.5% | +49.6% | -53.1% | -10.5% |
| 3Y | +95.3% | +61.5% | +33.8% | +75.1% |
| All | +1.7% | +120.6% | -118.9% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling