-16.0%
RKT vs FIX
+2,105.8%
-2,121.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.4% | -8.5% | -1.2% |
| 7D | +10.3% | -7.2% | +17.6% | +11.0% |
| 30D | +32.3% | -35.1% | +67.4% | +44.5% |
| 3M | +10.7% | -34.3% | +45.0% | +19.7% |
| 6M | -3.2% | -42.9% | +39.7% | +7.4% |
| YTD | -21.5% | +19.5% | -41.0% | -29.4% |
| 1Y | -6.0% | +16.8% | -22.8% | -15.1% |
| 3Y | +104.2% | +506.7% | -402.5% | -4.9% |
| 5Y | +2.5% | +1,046.7% | -1,044.2% | -64.5% |
| All | -16.0% | +2,105.8% | -2,121.7% | -76.2% |
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