-23.6%
RKT vs FIX
+3,166.3%
-3,189.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.1% | -2.4% |
| 7D | +6.0% | +6.1% | -0.1% | +4.3% |
| 30D | +0.7% | -2.7% | +3.3% | +1.0% |
| 3M | +11.8% | -10.9% | +22.8% | +13.6% |
| 6M | -7.6% | +29.0% | -36.6% | -15.7% |
| YTD | -28.7% | +76.9% | -105.5% | -40.4% |
| 1Y | -32.6% | +130.7% | -163.3% | -48.1% |
| 3Y | +42.1% | +790.7% | -748.6% | -38.4% |
| 5Y | -7.2% | +2,185.6% | -2,192.7% | -71.9% |
| All | -23.6% | +3,166.3% | -3,189.9% | -79.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling