+1.7%
RKT vs FAST
+103.6%
-101.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +25.5% |
| 3M | +13.9% | +4.8% | +9.1% | +9.9% |
| 6M | +2.8% | +19.8% | -17.0% | -9.7% |
| YTD | -22.2% | +34.9% | -57.1% | -37.6% |
| 1Y | -3.5% | +32.8% | -36.3% | -21.7% |
| 3Y | +95.3% | +93.7% | +1.5% | +10.5% |
| All | +1.7% | +103.6% | -101.9% | -51.5% |
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