-10.4%
RKT vs FAST
+32.0%
-42.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.7% | +7.0% | +7.7% |
| 7D | +29.7% | +3.4% | +26.3% | +27.3% |
| 30D | +28.5% | +5.5% | +23.0% | +24.1% |
| 3M | +6.4% | +7.6% | -1.2% | +1.1% |
| 6M | +7.1% | +19.8% | -12.7% | -5.0% |
| YTD | -22.5% | +35.5% | -57.9% | -39.6% |
| 1Y | -10.4% | +31.6% | -42.1% | -28.2% |
| All | -10.4% | +32.0% | -42.4% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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