-5.4%
RKT vs FICO
+91.4%
-96.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -9.0% | +2.2% | -11.2% | -9.6% |
| 30D | +30.2% | +0.1% | +30.1% | +29.7% |
| 3M | -8.8% | -35.2% | +26.3% | +1.5% |
| 6M | -0.9% | -32.4% | +31.4% | +7.1% |
| YTD | -29.2% | -57.4% | +28.2% | -11.0% |
| 1Y | -20.1% | -58.5% | +38.5% | +1.4% |
| 3Y | +81.3% | -28.9% | +110.2% | +59.7% |
| All | -5.4% | +91.4% | -96.8% | -49.8% |
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