-57.4%
FIG vs RKT
-16.1%
-41.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -14.3% | -3.8% | -10.5% | -13.4% |
| 30D | -13.6% | +32.8% | -46.5% | -19.1% |
| 3M | -23.7% | +0.8% | -24.6% | -24.5% |
| 6M | -5.4% | -2.6% | -2.8% | -6.3% |
| YTD | -49.2% | -25.4% | -23.8% | -47.4% |
| 1Y | -57.4% | -19.1% | -38.2% | -57.5% |
| All | -57.4% | -16.1% | -41.2% | -57.5% |
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