-10.4%
RKT vs FIX
+14.3%
-24.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -15.1% | +23.8% | +10.6% |
| 7D | +29.7% | -18.9% | +48.6% | +32.9% |
| 30D | +28.5% | -36.3% | +64.8% | +39.3% |
| 3M | +6.4% | -38.5% | +44.9% | +16.0% |
| 6M | +7.1% | -42.3% | +49.4% | +17.3% |
| YTD | -22.5% | +17.1% | -39.6% | -37.5% |
| 1Y | -10.4% | +14.4% | -24.8% | -27.5% |
| All | -10.4% | +14.3% | -24.7% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling