-26.6%
RKT vs FAST
+2.3%
-28.9%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.5% |
| 7D | +2.1% | -0.4% | +2.5% | +2.3% |
| 30D | +1.4% | -0.8% | +2.2% | +1.7% |
| 3M | +6.3% | +5.8% | +0.5% | +3.1% |
| 6M | -15.5% | +8.0% | -23.4% | -19.6% |
| YTD | -27.4% | +25.6% | -53.0% | -33.8% |
| 1Y | -26.6% | +0.8% | -27.4% | -40.4% |
| All | -26.6% | +2.3% | -28.9% | -40.4% |
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