-34.4%
RKT vs FFIV
+26.5%
-60.9%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.9% | -6.6% | -3.7% |
| 7D | -1.0% | +3.5% | -4.4% | -1.8% |
| 30D | -2.4% | -1.3% | -1.1% | -2.1% |
| 3M | +1.9% | +2.4% | -0.5% | +0.8% |
| 6M | -13.9% | +41.8% | -55.7% | -23.7% |
| YTD | -30.6% | +58.5% | -89.1% | -40.8% |
| 1Y | -34.4% | +24.3% | -58.7% | -43.7% |
| All | -34.4% | +26.5% | -60.9% | -43.7% |
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