-2.0%
RKT vs FICO
+84.1%
-86.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.5% |
| 7D | +24.3% | -0.3% | +24.6% | +24.3% |
| 30D | +27.9% | +1.7% | +26.2% | +26.3% |
| 3M | +6.9% | -35.2% | +42.1% | +19.0% |
| 6M | +5.2% | -33.7% | +38.8% | +14.2% |
| YTD | -23.5% | -58.2% | +34.7% | -3.5% |
| 1Y | -9.1% | -56.6% | +47.5% | +12.9% |
| 3Y | +81.5% | -24.0% | +105.4% | +54.2% |
| 5Y | -2.0% | +86.1% | -88.0% | -46.7% |
| All | -2.0% | +84.1% | -86.0% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling