-3.2%
RKT vs FLNC
-69.8%
+66.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.3% | +5.6% | -1.5% |
| 7D | -1.0% | -4.2% | +3.2% | -0.4% |
| 30D | -2.4% | -20.0% | +17.6% | +0.9% |
| 3M | +1.9% | -56.9% | +58.8% | +14.4% |
| 6M | -13.9% | -35.5% | +21.7% | -12.9% |
| YTD | -30.6% | -48.8% | +18.2% | -28.3% |
| 1Y | -34.4% | +49.3% | -83.6% | -46.7% |
| 3Y | +38.2% | -61.8% | +100.0% | +27.8% |
| All | -3.2% | -69.8% | +66.6% | -17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling