-9.7%
RKT vs USFR
+20.4%
-30.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -1.0% | +0.1% | -1.0% | -0.8% |
| 30D | -2.4% | +0.3% | -2.7% | -1.8% |
| 3M | +1.9% | +1.0% | +0.9% | +3.7% |
| 6M | -13.9% | +1.9% | -15.8% | -11.2% |
| YTD | -30.6% | +2.7% | -33.3% | -28.1% |
| 1Y | -34.4% | +4.0% | -38.3% | -31.3% |
| 3Y | +38.2% | +14.0% | +24.2% | +51.3% |
| 5Y | -9.7% | +20.4% | -30.1% | -19.0% |
| All | -9.7% | +20.4% | -30.1% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 5y: compounded portfolio wealth divided by compounded USFR 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…
5y analysis · Full analysis span regression · 6 months rolling