-18.0%
RKT vs FAST
+161.9%
-179.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.9% |
| 7D | +24.3% | +0.7% | +23.7% | +23.9% |
| 30D | +27.9% | +4.6% | +23.2% | +23.7% |
| 3M | +6.9% | +6.4% | +0.6% | +2.1% |
| 6M | +5.2% | +20.6% | -15.4% | -7.8% |
| YTD | -23.5% | +34.7% | -58.1% | -38.2% |
| 1Y | -9.1% | +29.7% | -38.7% | -24.6% |
| 3Y | +81.5% | +89.9% | -8.5% | +8.3% |
| 5Y | -2.0% | +105.0% | -106.9% | -46.6% |
| All | -18.0% | +161.9% | -179.9% | -58.2% |
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 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