+104.2%
RKT vs FICO
-19.7%
+123.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.9% | +0.4% |
| 7D | +10.3% | -0.1% | +10.4% | +10.3% |
| 30D | +32.3% | +8.4% | +23.9% | +29.9% |
| 3M | +10.7% | -30.5% | +41.2% | +17.0% |
| 6M | -3.2% | -35.7% | +32.5% | +3.3% |
| YTD | -21.5% | -57.2% | +35.7% | -9.2% |
| 1Y | -6.0% | -58.4% | +52.4% | +9.5% |
| 3Y | +104.2% | -24.8% | +129.0% | +70.0% |
| All | +104.2% | -19.7% | +123.9% | +70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling