+42.1%
RKT vs FITB
+133.7%
-91.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.3% |
| 7D | +6.0% | +2.8% | +3.2% | +4.0% |
| 30D | +0.7% | -4.5% | +5.2% | +3.8% |
| 3M | +11.8% | +5.7% | +6.2% | +7.4% |
| 6M | -7.6% | +17.1% | -24.7% | -17.3% |
| YTD | -28.7% | +18.3% | -47.0% | -37.5% |
| 1Y | -32.6% | +23.9% | -56.5% | -43.0% |
| 3Y | +42.1% | +131.1% | -89.0% | -36.6% |
| All | +42.1% | +133.7% | -91.6% | -36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling