-25.7%
RKT vs FDS
-14.8%
-10.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.4% | +0.6% | -1.5% |
| 7D | -1.0% | -8.8% | +7.8% | +2.4% |
| 30D | -2.4% | -1.4% | -1.0% | -2.0% |
| 3M | +1.9% | +13.9% | -12.0% | -3.6% |
| 6M | -13.9% | +27.4% | -41.2% | -23.3% |
| YTD | -30.6% | -2.5% | -28.2% | -30.9% |
| 1Y | -34.4% | -23.8% | -10.6% | -26.4% |
| 3Y | +38.2% | -32.5% | +70.7% | +60.6% |
| 5Y | -9.7% | -23.2% | +13.5% | -3.8% |
| All | -25.7% | -14.8% | -10.9% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling