-16.7%
RKT vs FICO
+60.6%
-77.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +17.7% | -0.9% | +18.6% | +17.9% |
| 30D | +31.6% | +3.3% | +28.3% | +29.2% |
| 3M | +13.9% | -31.7% | +45.6% | +25.1% |
| 6M | +2.8% | -34.0% | +36.8% | +12.3% |
| YTD | -22.2% | -58.3% | +36.1% | -0.8% |
| 1Y | -3.5% | -57.9% | +54.4% | +22.5% |
| 3Y | +95.3% | -24.1% | +119.3% | +68.9% |
| 5Y | -0.4% | +85.3% | -85.7% | -46.8% |
| All | -16.7% | +60.6% | -77.3% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling