-24.1%
RKT vs FIX
+2,137.1%
-2,161.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.8% | -2.3% | -4.4% |
| 7D | -7.5% | +17.0% | -24.5% | -10.8% |
| 30D | +26.6% | -30.6% | +57.2% | +35.8% |
| 3M | -2.4% | -35.0% | +32.6% | +5.9% |
| 6M | -7.4% | -44.0% | +36.6% | +3.4% |
| YTD | -29.2% | +21.1% | -50.3% | -36.5% |
| 1Y | -23.5% | +16.3% | -39.8% | -30.8% |
| 3Y | +73.9% | +507.4% | -433.5% | -18.9% |
| 5Y | -6.6% | +1,052.1% | -1,058.7% | -67.7% |
| All | -24.1% | +2,137.1% | -2,161.3% | -78.6% |
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