-83.6%
FIG vs RKT
-2.1%
-81.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -14.3% | -3.8% | -10.5% | -13.7% |
| 30D | -13.6% | +32.8% | -46.5% | -17.1% |
| 3M | -23.7% | +0.8% | -24.6% | -24.4% |
| 6M | -5.4% | -2.6% | -2.8% | -6.4% |
| YTD | -49.2% | -25.4% | -23.8% | -48.8% |
| 1Y | -57.4% | -19.1% | -38.2% | -57.2% |
| All | -83.6% | -2.1% | -81.5% | -84.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling