-24.1%
RKT vs FDX
+157.9%
-182.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.0% | -4.0% | -4.5% |
| 7D | -7.5% | +0.8% | -8.3% | -7.9% |
| 30D | +26.6% | +9.9% | +16.7% | +21.2% |
| 3M | -2.4% | -1.9% | -0.5% | -1.4% |
| 6M | -7.4% | +6.1% | -13.4% | -9.9% |
| YTD | -29.2% | +38.8% | -68.0% | -38.9% |
| 1Y | -23.5% | +50.0% | -73.5% | -36.2% |
| 3Y | +73.9% | +71.0% | +2.9% | +32.7% |
| 5Y | -6.6% | +72.5% | -79.1% | -32.7% |
| All | -24.1% | +157.9% | -182.1% | -58.6% |
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