-7.2%
RKT vs FDS
-20.4%
+13.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | -0.3% |
| 7D | +6.0% | -5.4% | +11.4% | +8.0% |
| 30D | +0.7% | +1.6% | -0.9% | 0.0% |
| 3M | +11.8% | +17.7% | -5.9% | +4.9% |
| 6M | -7.6% | +29.1% | -36.7% | -17.6% |
| YTD | -28.7% | +1.0% | -29.6% | -29.4% |
| 1Y | -32.6% | -21.6% | -10.9% | -24.4% |
| 3Y | +42.1% | -30.1% | +72.2% | +63.9% |
| 5Y | -7.2% | -20.7% | +13.6% | +7.4% |
| All | -7.2% | -20.4% | +13.3% | +7.4% |
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