-24.1%
RKT vs FLR
+336.2%
-360.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -9.0% | +5.4% | -14.3% | -9.8% |
| 30D | +30.2% | +2.8% | +27.4% | +29.3% |
| 3M | -8.8% | -6.4% | -2.4% | -8.1% |
| 6M | -0.9% | +8.8% | -9.7% | -3.1% |
| YTD | -29.2% | +23.6% | -52.8% | -32.4% |
| 1Y | -20.1% | +13.8% | -33.9% | -22.8% |
| 3Y | +81.3% | +36.5% | +44.9% | +61.7% |
| 5Y | -6.6% | +119.3% | -126.0% | -21.4% |
| All | -24.1% | +336.2% | -360.3% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling