-22.2%
RKT vs FIS
-67.1%
+44.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | +2.1% | +1.1% | +1.0% | +1.8% |
| 30D | +1.4% | -2.2% | +3.7% | +2.3% |
| 3M | +6.3% | +2.1% | +4.1% | +5.3% |
| 6M | -15.5% | -14.7% | -0.8% | -11.5% |
| YTD | -27.4% | -35.7% | +8.3% | -15.8% |
| 1Y | -26.6% | -37.1% | +10.5% | -14.2% |
| 3Y | +41.2% | -20.0% | +61.2% | +47.9% |
| 5Y | -6.4% | -62.1% | +55.7% | +21.8% |
| All | -22.2% | -67.1% | +44.9% | +12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling