+2.8%
RKT vs FIX
-49.0%
+51.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.4% | -3.8% | +1.9% |
| 7D | +17.7% | -17.5% | +35.1% | +16.0% |
| 30D | +31.6% | -41.6% | +73.2% | +32.9% |
| 3M | +13.9% | -40.6% | +54.5% | +14.9% |
| 6M | +2.8% | -49.4% | +52.2% | +5.0% |
| All | +2.8% | -49.0% | +51.8% | +5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling