-22.2%
RKT vs FFIV
+178.9%
-201.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | +2.1% | -1.0% | +3.1% | +2.5% |
| 30D | +1.4% | -5.1% | +6.5% | +3.5% |
| 3M | +6.3% | -4.5% | +10.7% | +7.7% |
| 6M | -15.5% | +36.5% | -51.9% | -28.9% |
| YTD | -27.4% | +53.0% | -80.3% | -42.6% |
| 1Y | -26.6% | +24.2% | -50.8% | -36.2% |
| 3Y | +41.2% | +137.2% | -96.0% | -19.7% |
| 5Y | -6.4% | +91.8% | -98.2% | -42.7% |
| All | -22.2% | +178.9% | -201.1% | -50.8% |
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 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