-26.6%
RKT vs FITB
+23.7%
-50.2%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +2.1% | +0.6% | +1.5% | +1.8% |
| 30D | +1.4% | -4.7% | +6.2% | +4.2% |
| 3M | +6.3% | +6.7% | -0.4% | +2.1% |
| 6M | -15.5% | +12.6% | -28.0% | -21.9% |
| YTD | -27.4% | +19.1% | -46.5% | -36.1% |
| 1Y | -26.6% | +22.6% | -49.2% | -38.1% |
| All | -26.6% | +23.7% | -50.2% | -38.1% |
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