-16.7%
RKT vs FFIV
+122.0%
-138.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +17.7% | -8.1% | +25.8% | +21.5% |
| 30D | +31.6% | -33.4% | +65.0% | +53.3% |
| 3M | +13.9% | -24.7% | +38.7% | +24.4% |
| 6M | +2.8% | -8.8% | +11.6% | +1.6% |
| YTD | -22.2% | +21.8% | -44.0% | -34.3% |
| 1Y | -3.5% | +25.3% | -28.8% | -19.7% |
| 3Y | +95.3% | +101.2% | -5.9% | +14.0% |
| 5Y | -0.4% | +40.2% | -40.6% | -33.0% |
| All | -16.7% | +122.0% | -138.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling