-22.2%
RKT vs FTV
+32.8%
-55.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.2% | -0.5% |
| 7D | +2.1% | -4.5% | +6.6% | +5.3% |
| 30D | +1.4% | -7.1% | +8.5% | +6.5% |
| 3M | +6.3% | -7.2% | +13.4% | +11.3% |
| 6M | -15.5% | -1.5% | -14.0% | -15.1% |
| YTD | -27.4% | +3.5% | -30.8% | -29.8% |
| 1Y | -26.6% | +20.3% | -46.9% | -36.3% |
| 3Y | +41.2% | -3.1% | +44.4% | +40.2% |
| 5Y | -6.4% | +2.3% | -8.8% | -16.9% |
| All | -22.2% | +32.8% | -55.0% | -47.6% |
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