+95.3%
RKT vs FIVE
+34.8%
+60.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +17.7% | -0.3% | +17.9% | +17.7% |
| 30D | +31.6% | +17.7% | +14.0% | +27.2% |
| 3M | +13.9% | +4.0% | +9.9% | +12.7% |
| 6M | +2.8% | +2.6% | +0.2% | +1.5% |
| YTD | -22.2% | +27.6% | -49.8% | -26.2% |
| 1Y | -3.5% | +59.9% | -63.5% | -12.2% |
| 3Y | +95.3% | +35.8% | +59.5% | +67.1% |
| All | +95.3% | +34.8% | +60.4% | +67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling