-20.0%
RKT vs FAST
+171.6%
-191.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.5% | -5.4% | -5.2% |
| 7D | +4.6% | +4.8% | -0.2% | +1.5% |
| 30D | +25.9% | +8.6% | +17.3% | +18.8% |
| 3M | +5.0% | +5.7% | -0.7% | +0.8% |
| 6M | -7.9% | +25.5% | -33.4% | -21.4% |
| YTD | -25.4% | +39.6% | -65.0% | -41.2% |
| 1Y | -15.4% | +35.5% | -50.9% | -32.0% |
| 3Y | +83.3% | +96.2% | -12.9% | +6.9% |
| 5Y | -0.8% | +110.2% | -111.0% | -46.9% |
| All | -20.0% | +171.6% | -191.6% | -60.3% |
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