-25.7%
RKT vs FLEX
+1,167.2%
-1,192.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.3% | -2.4% |
| 7D | -1.0% | +6.4% | -7.3% | -2.7% |
| 30D | -2.4% | -5.9% | +3.5% | -1.0% |
| 3M | +1.9% | -23.5% | +25.4% | +8.0% |
| 6M | -13.9% | +83.7% | -97.6% | -32.3% |
| YTD | -30.6% | +86.5% | -117.1% | -46.0% |
| 1Y | -34.4% | +100.5% | -134.9% | -50.7% |
| 3Y | +38.2% | +469.8% | -431.7% | -33.7% |
| 5Y | -9.7% | +725.7% | -735.3% | -63.2% |
| All | -25.7% | +1,167.2% | -1,192.9% | -74.4% |
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