-24.1%
RKT vs FTV
+58.4%
-82.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -9.0% | +3.9% | -12.9% | -11.3% |
| 30D | +30.2% | +18.7% | +11.5% | +16.2% |
| 3M | -8.8% | +10.0% | -18.9% | -14.6% |
| 6M | -0.9% | +14.6% | -15.5% | -9.9% |
| YTD | -29.2% | +23.4% | -52.6% | -39.2% |
| 1Y | -20.1% | +31.3% | -51.4% | -34.2% |
| 3Y | +81.3% | +39.8% | +41.5% | +38.7% |
| 5Y | -6.6% | +17.7% | -24.3% | -25.1% |
| All | -24.1% | +58.4% | -82.6% | -54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling