-32.6%
RKT vs FE
+11.0%
-43.6%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | +6.0% | +0.6% | +5.4% | +5.8% |
| 30D | +0.7% | -2.1% | +2.8% | +1.3% |
| 3M | +11.8% | +2.6% | +9.2% | +11.2% |
| 6M | -7.6% | -6.8% | -0.8% | -5.2% |
| YTD | -28.7% | +6.9% | -35.5% | -28.3% |
| 1Y | -32.6% | +11.6% | -44.1% | -36.1% |
| All | -32.6% | +11.0% | -43.6% | -36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling