-25.7%
RKT vs FFIV
+189.0%
-214.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.9% | -6.6% | -4.5% |
| 7D | -1.0% | +3.5% | -4.4% | -2.6% |
| 30D | -2.4% | -1.3% | -1.1% | -2.2% |
| 3M | +1.9% | +2.4% | -0.5% | -0.2% |
| 6M | -13.9% | +41.8% | -55.7% | -28.9% |
| YTD | -30.6% | +58.5% | -89.1% | -46.1% |
| 1Y | -34.4% | +24.3% | -58.7% | -42.9% |
| 3Y | +38.2% | +152.0% | -113.8% | -24.0% |
| 5Y | -9.7% | +99.1% | -108.8% | -45.7% |
| All | -25.7% | +189.0% | -214.7% | -53.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling