-25.7%
RKT vs FIS
-70.1%
+44.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.4% | +0.7% | -1.5% |
| 7D | -1.0% | -9.1% | +8.1% | +2.4% |
| 30D | -2.4% | -10.4% | +8.0% | +1.5% |
| 3M | +1.9% | -3.7% | +5.6% | +3.1% |
| 6M | -13.9% | -24.8% | +10.9% | -5.6% |
| YTD | -30.6% | -41.6% | +10.9% | -16.8% |
| 1Y | -34.4% | -42.7% | +8.4% | -20.7% |
| 3Y | +38.2% | -26.2% | +64.4% | +49.0% |
| 5Y | -9.7% | -66.1% | +56.5% | +22.0% |
| All | -25.7% | -70.1% | +44.4% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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