-16.7%
RKT vs FE
+111.5%
-128.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.8% |
| 7D | +17.7% | 0.0% | +17.7% | +17.7% |
| 30D | +31.6% | +5.2% | +26.5% | +28.9% |
| 3M | +13.9% | 0.0% | +13.9% | +14.0% |
| 6M | +2.8% | +5.0% | -2.2% | +0.6% |
| YTD | -22.2% | +7.9% | -30.1% | -24.9% |
| 1Y | -3.5% | +6.3% | -9.9% | -6.3% |
| 3Y | +95.3% | +46.0% | +49.3% | +63.2% |
| 5Y | -0.4% | +45.6% | -46.0% | -15.6% |
| All | -16.7% | +111.5% | -128.2% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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