-20.1%
RKT vs FIS
-76.0%
+55.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.7% | -6.8% | -2.2% |
| 7D | -3.8% | +1.5% | -5.3% | -4.3% |
| 30D | +32.8% | -11.8% | +44.7% | +34.7% |
| 3M | +0.8% | -28.5% | +29.4% | +10.2% |
| 6M | -2.6% | -27.0% | +24.4% | +5.3% |
| YTD | -25.4% | -53.1% | +27.7% | -6.2% |
| 1Y | -19.1% | -52.8% | +33.6% | +1.5% |
| 3Y | +83.2% | -37.5% | +120.7% | +103.1% |
| 5Y | +0.8% | -71.1% | +71.9% | +41.4% |
| All | -20.1% | -76.0% | +55.9% | +25.3% |
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