-22.2%
RKT vs FDS
-7.9%
-14.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | +0.1% |
| 7D | +2.1% | -1.9% | +4.0% | +2.8% |
| 30D | +1.4% | +9.0% | -7.6% | -1.7% |
| 3M | +6.3% | +18.9% | -12.6% | -0.9% |
| 6M | -15.5% | +35.1% | -50.6% | -26.2% |
| YTD | -27.4% | +5.5% | -32.9% | -29.7% |
| 1Y | -26.6% | -16.8% | -9.8% | -20.4% |
| 3Y | +41.2% | -28.1% | +69.3% | +61.2% |
| 5Y | -6.4% | -17.4% | +11.0% | -2.8% |
| All | -22.2% | -7.9% | -14.3% | -10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling