-26.6%
RKT vs FGI
+81.8%
-108.4%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.5% | -8.7% | -1.3% |
| 7D | +2.1% | +0.5% | +1.6% | +2.1% |
| 30D | +1.4% | +65.4% | -64.0% | -1.4% |
| 3M | +6.3% | +23.5% | -17.2% | +3.6% |
| 6M | -15.5% | +60.5% | -76.0% | -18.1% |
| YTD | -27.4% | +30.0% | -57.4% | -29.6% |
| 1Y | -26.6% | +82.1% | -108.6% | -27.8% |
| All | -26.6% | +81.8% | -108.4% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling