+2.5%
RKT vs FIS
-71.8%
+74.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.2% | +1.3% |
| 7D | +10.3% | -29.4% | +39.7% | +21.4% |
| 30D | +32.3% | -16.7% | +49.1% | +36.7% |
| 3M | +10.7% | -33.0% | +43.7% | +24.2% |
| 6M | -3.2% | -33.3% | +30.1% | +8.5% |
| YTD | -21.5% | -56.0% | +34.5% | +2.5% |
| 1Y | -6.0% | -54.6% | +48.6% | +21.3% |
| 3Y | +104.2% | -40.6% | +144.9% | +129.8% |
| 5Y | +2.5% | -71.9% | +74.4% | +54.3% |
| All | +2.5% | -71.8% | +74.3% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling