-22.2%
RKT vs FAST
+144.4%
-166.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.6% |
| 7D | +2.1% | -0.4% | +2.5% | +2.4% |
| 30D | +1.4% | -0.8% | +2.2% | +1.8% |
| 3M | +6.3% | +5.8% | +0.5% | +2.3% |
| 6M | -15.5% | +8.0% | -23.4% | -20.3% |
| YTD | -27.4% | +25.6% | -53.0% | -38.4% |
| 1Y | -26.6% | +0.8% | -27.4% | -28.2% |
| 3Y | +41.2% | +86.1% | -44.9% | -15.2% |
| 5Y | -6.4% | +100.2% | -106.6% | -47.9% |
| All | -22.2% | +144.4% | -166.6% | -58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling