-7.1%
FIG vs RKT
-6.8%
-0.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.9% | +0.9% | -2.5% |
| 7D | -11.4% | +4.6% | -16.0% | -12.3% |
| 30D | -17.2% | +25.9% | -43.1% | -22.4% |
| 3M | -26.6% | +5.0% | -31.6% | -28.1% |
| All | -7.1% | -6.8% | -0.2% | -10.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling