-23.6%
RKT vs FCUV
-99.4%
+75.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -65.2% | +63.5% | -1.4% |
| 7D | +6.0% | -47.9% | +53.9% | +6.1% |
| 30D | +0.7% | +13.7% | -13.0% | +0.4% |
| 3M | +11.8% | +97.0% | -85.2% | +9.1% |
| 6M | -7.6% | -66.1% | +58.5% | -7.9% |
| YTD | -28.7% | -81.8% | +53.1% | -28.2% |
| 1Y | -32.6% | -93.3% | +60.7% | -31.3% |
| 3Y | +42.1% | -99.2% | +141.3% | +45.1% |
| 5Y | -7.2% | -99.9% | +92.7% | -3.5% |
| All | -23.6% | -99.4% | +75.8% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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