-27.1%
RKT vs FTV
+27.6%
-54.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | -6.3% | -4.0% | -2.3% | -3.7% |
| 30D | -6.2% | -11.0% | +4.8% | +1.3% |
| 3M | -1.9% | -8.4% | +6.5% | +3.6% |
| 6M | -13.0% | -2.6% | -10.4% | -11.9% |
| YTD | -31.9% | -0.6% | -31.3% | -32.4% |
| 1Y | -37.6% | +11.0% | -48.5% | -42.7% |
| 3Y | +36.8% | -6.3% | +43.2% | +38.9% |
| 5Y | -9.7% | -1.5% | -8.2% | -17.7% |
| All | -27.1% | +27.6% | -54.6% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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