-20.1%
RKT vs FDS
+2.2%
-22.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -1.1% |
| 7D | -3.8% | -2.1% | -1.7% | -3.1% |
| 30D | +32.8% | +16.0% | +16.8% | +26.0% |
| 3M | +0.8% | +18.8% | -18.0% | -5.5% |
| 6M | -2.6% | +54.1% | -56.7% | -18.6% |
| YTD | -25.4% | +17.0% | -42.4% | -30.6% |
| 1Y | -19.1% | +25.5% | -44.6% | -28.0% |
| 3Y | +83.2% | -23.3% | +106.5% | +106.1% |
| 5Y | +0.8% | -22.6% | +23.5% | +8.2% |
| All | -20.1% | +2.2% | -22.3% | -11.4% |
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 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