-26.6%
RKT vs FIVE
+66.7%
-93.3%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.1% | -6.2% | -2.7% |
| 7D | +2.1% | +4.3% | -2.2% | +0.6% |
| 30D | +1.4% | +12.5% | -11.1% | -2.9% |
| 3M | +6.3% | +31.2% | -25.0% | -4.0% |
| 6M | -15.5% | +14.4% | -29.8% | -19.6% |
| YTD | -27.4% | +33.9% | -61.3% | -33.7% |
| 1Y | -26.6% | +65.1% | -91.6% | -36.8% |
| All | -26.6% | +66.7% | -93.3% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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