+19.2%
RKT vs FGI
-74.8%
+94.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -25.2% | +25.2% | +0.6% |
| 7D | -9.0% | -14.4% | +5.4% | -8.7% |
| 30D | +30.2% | -11.8% | +42.0% | +30.3% |
| 3M | -8.8% | -46.2% | +37.4% | -7.7% |
| 6M | -0.9% | +5.2% | -6.1% | -3.3% |
| YTD | -29.2% | +10.5% | -39.7% | -31.5% |
| 1Y | -20.1% | +25.5% | -45.6% | -22.9% |
| 3Y | +81.3% | -16.0% | +97.3% | +75.8% |
| All | +19.2% | -74.8% | +94.0% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling