+95.3%
RKT vs FIX
+448.6%
-353.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.4% | -3.8% | +0.8% |
| 7D | +17.7% | -17.5% | +35.1% | +20.3% |
| 30D | +31.6% | -41.6% | +73.2% | +43.1% |
| 3M | +13.9% | -40.6% | +54.5% | +22.8% |
| 6M | +2.8% | -49.4% | +52.2% | +13.7% |
| YTD | -22.2% | +9.2% | -31.4% | -26.8% |
| 1Y | -3.5% | +6.5% | -10.0% | -8.9% |
| 3Y | +95.3% | +448.7% | -353.5% | -20.4% |
| All | +95.3% | +448.6% | -353.3% | -20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling