-10.4%
RKT vs FFIV
+33.5%
-43.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.4% | +9.1% | +8.7% |
| 7D | +29.7% | -9.8% | +39.5% | +31.5% |
| 30D | +28.5% | -28.1% | +56.6% | +35.5% |
| 3M | +6.4% | -20.0% | +26.4% | +9.1% |
| 6M | +7.1% | -0.1% | +7.2% | +0.8% |
| YTD | -22.5% | +29.2% | -51.6% | -35.9% |
| 1Y | -10.4% | +36.6% | -47.0% | -27.5% |
| All | -10.4% | +33.5% | -43.9% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling