-2.6%
RKT vs FIS
-28.4%
+25.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.7% | -6.8% | -0.8% |
| 7D | -3.8% | +1.5% | -5.3% | -3.9% |
| 30D | +32.8% | -11.8% | +44.7% | +27.4% |
| 3M | +0.8% | -28.5% | +29.4% | +6.8% |
| 6M | -2.6% | -27.0% | +24.4% | +1.0% |
| All | -2.6% | -28.4% | +25.7% | +1.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling