-23.6%
RKT vs FIVE
+139.9%
-163.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.0% |
| 7D | +6.0% | +3.7% | +2.3% | +4.7% |
| 30D | +0.7% | +4.0% | -3.3% | -0.8% |
| 3M | +11.8% | +36.2% | -24.4% | +1.2% |
| 6M | -7.6% | +18.0% | -25.6% | -12.9% |
| YTD | -28.7% | +34.9% | -63.6% | -35.5% |
| 1Y | -32.6% | +67.9% | -100.5% | -43.1% |
| 3Y | +42.1% | +57.3% | -15.2% | +17.8% |
| 5Y | -7.2% | +39.5% | -46.7% | -23.8% |
| All | -23.6% | +139.9% | -163.5% | -24.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling