-6.6%
RKT vs FIX
+1,054.8%
-1,061.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.9% | -2.2% | -4.4% |
| 7D | -7.5% | +16.9% | -24.4% | -10.8% |
| 30D | +26.6% | -30.6% | +57.2% | +36.2% |
| 3M | -2.4% | -35.1% | +32.7% | +6.2% |
| 6M | -7.4% | -44.0% | +36.6% | +3.9% |
| YTD | -29.2% | +21.0% | -50.2% | -37.0% |
| 1Y | -23.5% | +16.2% | -39.7% | -31.4% |
| 3Y | +73.9% | +506.9% | -433.0% | -29.2% |
| 5Y | -6.6% | +1,051.1% | -1,057.7% | -76.7% |
| All | -6.6% | +1,054.8% | -1,061.4% | -76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling