+81.3%
RKT vs FITB
+141.3%
-60.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.9% | -4.1% | -4.4% |
| 7D | -7.5% | +0.8% | -8.3% | -8.0% |
| 30D | +26.6% | +7.3% | +19.3% | +20.8% |
| 3M | -2.4% | -6.3% | +3.9% | +1.9% |
| 6M | -7.4% | +12.6% | -19.9% | -14.7% |
| YTD | -29.2% | +18.0% | -47.2% | -37.7% |
| 1Y | -23.5% | +28.9% | -52.4% | -36.9% |
| All | +81.3% | +141.3% | -60.0% | -27.3% |
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