-24.1%
RKT vs FDX
+161.8%
-186.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.7% |
| 7D | -9.0% | +5.2% | -14.2% | -11.2% |
| 30D | +30.2% | +11.3% | +18.9% | +23.9% |
| 3M | -8.8% | -4.1% | -4.7% | -6.9% |
| 6M | -0.9% | +9.6% | -10.6% | -5.2% |
| YTD | -29.2% | +40.9% | -70.1% | -39.4% |
| 1Y | -20.1% | +53.0% | -73.1% | -34.0% |
| 3Y | +81.3% | +74.1% | +7.2% | +37.1% |
| 5Y | -6.6% | +75.1% | -81.7% | -33.2% |
| All | -24.1% | +161.8% | -186.0% | -58.9% |
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