-5.0%
RKT vs FLNC
-70.4%
+65.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.5% |
| 7D | -6.3% | -4.1% | -2.2% | -5.8% |
| 30D | -6.2% | -24.8% | +18.6% | -2.2% |
| 3M | -1.9% | -59.1% | +57.2% | +11.1% |
| 6M | -13.0% | -42.0% | +29.0% | -10.5% |
| YTD | -31.9% | -49.8% | +17.9% | -29.5% |
| 1Y | -37.6% | +43.1% | -80.6% | -48.9% |
| 3Y | +36.8% | -61.0% | +97.8% | +25.8% |
| All | -5.0% | -70.4% | +65.4% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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