+41.6%
RKT vs FDS
-27.1%
+68.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -0.5% |
| 7D | +2.1% | -1.9% | +4.0% | +2.5% |
| 30D | +1.4% | +9.0% | -7.6% | -0.1% |
| 3M | +6.3% | +18.9% | -12.6% | +3.2% |
| 6M | -15.5% | +35.1% | -50.6% | -20.3% |
| YTD | -27.4% | +5.5% | -32.9% | -27.5% |
| 1Y | -26.6% | -16.8% | -9.8% | -22.0% |
| All | +41.6% | -27.1% | +68.7% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling