-16.7%
RKT vs FIX
+1,916.1%
-1,932.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.4% | -3.8% | +0.4% |
| 7D | +17.7% | -17.5% | +35.1% | +21.6% |
| 30D | +31.6% | -41.6% | +73.2% | +47.3% |
| 3M | +13.9% | -40.6% | +54.5% | +26.1% |
| 6M | +2.8% | -49.4% | +52.2% | +17.4% |
| YTD | -22.2% | +9.2% | -31.4% | -28.5% |
| 1Y | -3.5% | +6.5% | -10.0% | -11.0% |
| 3Y | +95.3% | +448.7% | -353.5% | -6.7% |
| 5Y | -0.4% | +948.7% | -949.1% | -64.8% |
| All | -16.7% | +1,916.1% | -1,932.8% | -75.9% |
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