-22.2%
RKT vs FITB
+248.2%
-270.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +2.1% | +0.6% | +1.5% | +1.9% |
| 30D | +1.4% | -4.7% | +6.2% | +3.8% |
| 3M | +6.3% | +6.7% | -0.4% | +2.9% |
| 6M | -15.5% | +12.6% | -28.0% | -20.0% |
| YTD | -27.4% | +19.1% | -46.5% | -33.5% |
| 1Y | -26.6% | +22.6% | -49.2% | -33.8% |
| 3Y | +41.2% | +127.1% | -85.9% | -3.3% |
| 5Y | -6.4% | +71.8% | -78.2% | -29.1% |
| All | -22.2% | +248.2% | -270.4% | -53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling