-16.7%
RKT vs FAST
+162.4%
-179.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +17.7% | +2.1% | +15.6% | +16.2% |
| 30D | +31.6% | +6.9% | +24.8% | +25.6% |
| 3M | +13.9% | +4.8% | +9.1% | +9.9% |
| 6M | +2.8% | +19.8% | -17.0% | -9.5% |
| YTD | -22.2% | +34.9% | -57.1% | -37.2% |
| 1Y | -3.5% | +32.8% | -36.3% | -21.3% |
| 3Y | +95.3% | +93.7% | +1.5% | +14.6% |
| 5Y | -0.4% | +105.3% | -105.7% | -45.8% |
| All | -16.7% | +162.4% | -179.1% | -57.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling