-51.7%
FIG vs RKT
-9.4%
-42.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +8.7% | -3.5% | +3.3% |
| 7D | -4.7% | +29.7% | -34.4% | -10.1% |
| 30D | +0.5% | +28.5% | -28.0% | -5.2% |
| 3M | -18.4% | +6.4% | -24.8% | -20.1% |
| 6M | +10.9% | +7.1% | +3.7% | +7.4% |
| YTD | -40.8% | -22.5% | -18.3% | -39.2% |
| 1Y | -51.7% | -10.4% | -41.3% | -52.8% |
| All | -51.7% | -9.4% | -42.3% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 1y: compounded portfolio wealth divided by compounded RKT 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…
1y analysis · Full analysis span regression · 6 months rolling