-23.5%
RKT vs FIX
+17.6%
-41.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.8% | -2.3% | -4.7% |
| 7D | -7.5% | +17.0% | -24.5% | -9.4% |
| 30D | +26.6% | -30.6% | +57.2% | +34.7% |
| 3M | -2.4% | -35.0% | +32.6% | +5.1% |
| 6M | -7.4% | -44.0% | +36.6% | +3.8% |
| YTD | -29.2% | +21.1% | -50.3% | -43.9% |
| 1Y | -23.5% | +16.3% | -39.8% | -38.7% |
| All | -23.5% | +17.6% | -41.2% | -38.7% |
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