-16.0%
RKT vs FICO
+65.0%
-81.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.9% | 0.0% |
| 7D | +10.3% | -0.1% | +10.4% | +10.2% |
| 30D | +32.3% | +8.4% | +23.9% | +27.9% |
| 3M | +10.7% | -30.5% | +41.2% | +20.9% |
| 6M | -3.2% | -35.7% | +32.5% | +7.1% |
| YTD | -21.5% | -57.2% | +35.7% | -0.8% |
| 1Y | -6.0% | -58.4% | +52.4% | +20.2% |
| 3Y | +104.2% | -24.8% | +129.0% | +78.8% |
| 5Y | +2.5% | +79.3% | -76.8% | -44.0% |
| All | -16.0% | +65.0% | -81.0% | -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