+31.0%
RKT vs FGI
-70.6%
+101.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.6% |
| 7D | +17.7% | -7.0% | +24.6% | +17.9% |
| 30D | +31.6% | -4.2% | +35.9% | +31.7% |
| 3M | +13.9% | +55.6% | -41.7% | +10.7% |
| 6M | +2.8% | -3.2% | +6.0% | +0.6% |
| YTD | -22.2% | +29.1% | -51.3% | -24.9% |
| 1Y | -3.5% | +51.0% | -54.5% | -7.3% |
| 3Y | +95.3% | +1.5% | +93.8% | +88.1% |
| All | +31.0% | -70.6% | +101.5% | +33.2% |
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