+2.8%
RKT vs FE
+3.5%
-0.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +2.4% |
| 7D | +17.7% | -1.0% | +18.7% | +18.3% |
| 30D | +31.6% | +4.1% | +27.5% | +29.3% |
| 3M | +13.9% | -1.0% | +14.9% | +13.8% |
| 6M | +2.8% | +4.0% | -1.2% | +3.9% |
| All | +2.8% | +3.5% | -0.7% | +3.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling