-10.4%
RKT vs FITB
+36.9%
-47.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.5% | +7.2% | +7.7% |
| 7D | +29.7% | +2.3% | +27.4% | +27.8% |
| 30D | +28.5% | +7.7% | +20.8% | +22.4% |
| 3M | +6.4% | -4.5% | +10.9% | +9.1% |
| 6M | +7.1% | +12.5% | -5.3% | -1.2% |
| YTD | -22.5% | +19.8% | -42.2% | -34.6% |
| 1Y | -10.4% | +34.1% | -44.6% | -35.8% |
| All | -10.4% | +36.9% | -47.3% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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