-6.3%
RKT vs FE
+45.0%
-51.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -0.8% |
| 7D | +2.1% | +1.9% | +0.2% | +1.0% |
| 30D | +1.4% | -1.2% | +2.6% | +2.1% |
| 3M | +6.3% | +3.5% | +2.8% | +4.0% |
| 6M | -15.5% | -6.1% | -9.4% | -12.5% |
| YTD | -27.4% | +7.6% | -35.0% | -30.9% |
| 1Y | -26.6% | +11.9% | -38.5% | -31.9% |
| 3Y | +41.2% | +48.4% | -7.2% | +5.8% |
| All | -6.3% | +45.0% | -51.2% | -30.4% |
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 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