+0.8%
RKT vs FAST
+113.6%
-112.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.9% |
| 7D | -3.8% | +4.3% | -8.1% | -6.5% |
| 30D | +32.8% | +8.3% | +24.5% | +25.6% |
| 3M | +0.8% | +6.5% | -5.6% | -3.8% |
| 6M | -2.6% | +29.5% | -32.1% | -19.0% |
| YTD | -25.4% | +41.3% | -66.7% | -42.0% |
| 1Y | -19.1% | +37.4% | -56.5% | -35.9% |
| 3Y | +83.2% | +98.5% | -15.3% | +2.3% |
| 5Y | +0.8% | +111.1% | -110.3% | -52.4% |
| All | +0.8% | +113.6% | -112.7% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling