-20.1%
RKT vs FLEX
+788.1%
-808.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.9% | -1.0% |
| 7D | -3.8% | +2.2% | -6.0% | -4.7% |
| 30D | +32.8% | -32.6% | +65.5% | +44.4% |
| 3M | +0.8% | -35.5% | +36.3% | +10.3% |
| 6M | -2.6% | -45.6% | +42.9% | +9.8% |
| YTD | -25.4% | +30.7% | -56.1% | -37.8% |
| 1Y | -19.1% | +28.4% | -47.5% | -32.4% |
| 3Y | +83.2% | +301.7% | -218.5% | -5.9% |
| 5Y | +0.8% | +473.3% | -472.4% | -55.9% |
| All | -20.1% | +788.1% | -808.2% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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