-83.6%
FIG vs RKT
-7.1%
-76.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.1% | +4.8% | +0.5% |
| 7D | +2.6% | -7.5% | +10.1% | +3.9% |
| 30D | -13.1% | +26.6% | -39.6% | -15.9% |
| 3M | -20.3% | -2.4% | -17.9% | -20.5% |
| 6M | -2.1% | -7.4% | +5.2% | -2.3% |
| YTD | -49.4% | -29.2% | -20.2% | -48.5% |
| 1Y | -57.0% | -23.5% | -33.5% | -56.5% |
| All | -83.6% | -7.1% | -76.6% | -84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling