-80.3%
FIG vs RKT
-6.4%
-73.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.8% | -3.9% | -5.5% |
| 7D | -16.4% | +6.0% | -22.3% | -17.0% |
| 30D | -2.3% | +0.7% | -3.0% | -2.3% |
| 3M | +7.8% | +11.8% | -4.0% | +6.9% |
| 6M | -21.8% | -7.6% | -14.2% | -21.9% |
| YTD | -39.1% | -28.7% | -10.5% | -37.8% |
| 1Y | -56.6% | -32.6% | -24.1% | -55.8% |
| All | -80.3% | -6.4% | -73.9% | -81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling