-19.0%
RKT vs FIVE
+68.8%
-87.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.8% | -4.8% |
| 7D | +4.6% | +7.3% | -2.7% | +2.0% |
| 30D | +25.9% | +18.1% | +7.8% | +18.4% |
| 3M | +5.0% | +7.7% | -2.7% | +1.5% |
| 6M | -7.9% | +13.6% | -21.5% | -13.7% |
| YTD | -25.4% | +34.6% | -59.9% | -35.0% |
| All | -19.0% | +68.8% | -87.8% | -41.7% |
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 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