-18.0%
RKT vs FIX
+1,812.0%
-1,830.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -11.6% | +10.3% | +1.3% |
| 7D | +24.3% | -27.2% | +51.6% | +32.2% |
| 30D | +27.9% | -46.9% | +74.8% | +46.4% |
| 3M | +6.9% | -44.4% | +51.3% | +20.2% |
| 6M | +5.2% | -50.9% | +56.1% | +20.9% |
| YTD | -23.5% | +3.5% | -27.0% | -28.8% |
| 1Y | -9.1% | -2.1% | -7.0% | -14.4% |
| 3Y | +81.5% | +418.7% | -337.3% | -12.2% |
| 5Y | -2.0% | +894.6% | -896.5% | -64.9% |
| All | -18.0% | +1,812.0% | -1,830.0% | -76.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling