+81.3%
RKT vs FE
+49.1%
+32.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.1% | -5.0% | -5.0% |
| 7D | -7.5% | -0.3% | -7.2% | -7.4% |
| 30D | +26.6% | +3.9% | +22.7% | +24.4% |
| 3M | -2.4% | -0.1% | -2.3% | -2.4% |
| 6M | -7.4% | +6.1% | -13.4% | -9.8% |
| YTD | -29.2% | +8.1% | -37.2% | -31.8% |
| 1Y | -23.5% | +4.4% | -28.0% | -25.2% |
| All | +81.3% | +49.1% | +32.3% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling