-9.7%
RKT vs FISV
-57.7%
+48.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.0% |
| 7D | -7.2% | -7.2% | 0.0% | -5.1% |
| 30D | -7.9% | -7.2% | -0.7% | -5.7% |
| 3M | +5.2% | -8.2% | +13.3% | +7.4% |
| 6M | -14.9% | -17.7% | +2.8% | -10.3% |
| YTD | -31.9% | -27.2% | -4.7% | -25.8% |
| 1Y | -36.9% | -63.0% | +26.1% | -17.9% |
| 3Y | +35.7% | -59.8% | +95.5% | +37.5% |
| 5Y | -9.7% | -55.8% | +46.1% | -20.2% |
| All | -9.7% | -57.7% | +48.0% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 5y: compounded portfolio wealth divided by compounded FISV 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…
5y analysis · Full analysis span regression · 6 months rolling