-0.8%
RKT vs CF
+116.3%
-117.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.6% | -7.5% | -4.9% |
| 7D | +4.6% | +4.8% | -0.1% | +4.6% |
| 30D | +25.9% | +9.7% | +16.2% | +25.8% |
| 3M | +5.0% | +1.2% | +3.8% | +5.0% |
| 6M | -7.9% | +7.4% | -15.3% | -8.3% |
| YTD | -25.4% | +60.5% | -85.9% | -31.2% |
| 1Y | -15.4% | +50.7% | -66.1% | -21.3% |
| 3Y | +83.3% | +64.8% | +18.5% | +64.5% |
| 5Y | -0.8% | +115.8% | -116.6% | -18.4% |
| All | -0.8% | +116.3% | -117.1% | -18.4% |
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