+1.7%
RKT vs FE
+42.2%
-40.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +2.5% |
| 7D | +17.7% | -1.0% | +18.7% | +18.4% |
| 30D | +31.6% | +4.1% | +27.5% | +28.5% |
| 3M | +13.9% | -1.0% | +14.9% | +14.6% |
| 6M | +2.8% | +4.0% | -1.2% | +0.2% |
| YTD | -22.2% | +6.8% | -29.0% | -25.7% |
| 1Y | -3.5% | +5.3% | -8.8% | -7.1% |
| 3Y | +95.3% | +44.6% | +50.7% | +47.7% |
| All | +1.7% | +42.2% | -40.5% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling