-22.2%
RKT vs FIVN
-73.8%
+51.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.5% |
| 7D | +2.1% | -2.3% | +4.4% | +2.7% |
| 30D | +1.4% | +12.4% | -11.0% | -1.9% |
| 3M | +6.3% | +36.0% | -29.7% | -2.7% |
| 6M | -15.5% | +86.0% | -101.4% | -30.3% |
| YTD | -27.4% | +65.9% | -93.3% | -38.9% |
| 1Y | -26.6% | +26.5% | -53.1% | -33.6% |
| 3Y | +41.2% | -54.2% | +95.5% | +63.6% |
| 5Y | -6.4% | -80.5% | +74.0% | +19.7% |
| All | -22.2% | -73.8% | +51.6% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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