+83.3%
RKT vs FIX
+497.3%
-414.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -4.8% |
| 7D | +4.6% | -13.9% | +18.6% | +6.5% |
| 30D | +25.9% | -35.5% | +61.4% | +34.6% |
| 3M | +5.0% | -33.9% | +38.9% | +11.2% |
| 6M | -7.9% | -43.3% | +35.4% | -0.2% |
| YTD | -25.4% | +18.7% | -44.0% | -30.7% |
| 1Y | -15.4% | +13.8% | -29.2% | -21.0% |
| 3Y | +83.3% | +495.0% | -411.6% | -25.3% |
| All | +83.3% | +497.3% | -414.0% | -25.3% |
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