-2.6%
RKT vs FAST
+26.0%
-28.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.5% | -5.4% | -5.1% |
| 7D | +4.6% | +4.8% | -0.2% | +2.7% |
| 30D | +25.9% | +8.6% | +17.3% | +21.0% |
| 3M | +5.0% | +5.7% | -0.7% | +2.2% |
| All | -2.6% | +26.0% | -28.5% | -13.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling