-22.2%
RKT vs FDX
+159.5%
-181.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -0.9% |
| 7D | +2.1% | -2.5% | +4.6% | +3.3% |
| 30D | +1.4% | +3.8% | -2.4% | -0.4% |
| 3M | +6.3% | -1.3% | +7.6% | +6.7% |
| 6M | -15.5% | +5.0% | -20.5% | -17.4% |
| YTD | -27.4% | +39.6% | -67.0% | -37.6% |
| 1Y | -26.6% | +81.1% | -107.7% | -44.0% |
| 3Y | +41.2% | +63.0% | -21.8% | +9.9% |
| 5Y | -6.4% | +65.6% | -72.0% | -32.3% |
| All | -22.2% | +159.5% | -181.7% | -57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling