-27.0%
RKT vs FDX
+150.9%
-177.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.2% |
| 7D | -7.2% | -3.9% | -3.4% | -5.5% |
| 30D | -7.9% | -3.3% | -4.6% | -6.4% |
| 3M | +5.2% | -2.0% | +7.2% | +6.0% |
| 6M | -14.9% | +8.0% | -23.0% | -18.0% |
| YTD | -31.9% | +35.0% | -66.9% | -40.5% |
| 1Y | -36.9% | +73.7% | -110.6% | -50.9% |
| 3Y | +35.7% | +61.6% | -25.9% | +6.1% |
| 5Y | -9.7% | +65.4% | -75.0% | -34.1% |
| All | -27.0% | +150.9% | -177.9% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 10y: compounded portfolio wealth divided by compounded FDX 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…
10y analysis · Full analysis span regression · 6 months rolling