-0.8%
RKT vs FDS
-22.8%
+22.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.6% | -4.8% |
| 7D | +4.6% | -2.0% | +6.6% | +5.4% |
| 30D | +25.9% | +13.5% | +12.4% | +20.4% |
| 3M | +5.0% | +15.2% | -10.2% | -0.4% |
| 6M | -7.9% | +47.0% | -54.9% | -21.3% |
| YTD | -25.4% | +13.9% | -39.3% | -29.3% |
| 1Y | -15.4% | +25.2% | -40.6% | -24.6% |
| 3Y | +83.3% | -25.3% | +108.7% | +112.2% |
| 5Y | -0.8% | -23.3% | +22.5% | +2.8% |
| All | -0.8% | -22.8% | +22.0% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling