+25.7%
RKT vs FGI
-70.0%
+95.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.7% | -4.9% |
| 7D | +4.6% | -4.1% | +8.7% | +4.7% |
| 30D | +25.9% | -3.4% | +29.2% | +25.9% |
| 3M | +5.0% | +61.8% | -56.8% | +1.9% |
| 6M | -7.9% | +17.0% | -24.9% | -10.3% |
| YTD | -25.4% | +31.4% | -56.8% | -28.0% |
| 1Y | -15.4% | +42.7% | -58.1% | -18.6% |
| 3Y | +83.3% | -0.1% | +83.4% | +77.1% |
| All | +25.7% | -70.0% | +95.7% | +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 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