-16.7%
RKT vs FE
+109.4%
-126.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +2.2% |
| 7D | +17.7% | -1.0% | +18.7% | +18.2% |
| 30D | +31.6% | +4.1% | +27.5% | +29.4% |
| 3M | +13.9% | -1.0% | +14.9% | +14.4% |
| 6M | +2.8% | +4.0% | -1.2% | +1.0% |
| YTD | -22.2% | +6.8% | -29.0% | -24.5% |
| 1Y | -3.5% | +5.3% | -8.8% | -5.9% |
| 3Y | +95.3% | +44.6% | +50.7% | +63.9% |
| 5Y | -0.4% | +44.2% | -44.6% | -15.2% |
| All | -16.7% | +109.4% | -126.1% | -24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling