-5.4%
RKT vs FLR
+112.0%
-117.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -9.0% | +5.4% | -14.3% | -10.1% |
| 30D | +30.2% | +2.8% | +27.4% | +29.0% |
| 3M | -8.8% | -6.4% | -2.4% | -7.8% |
| 6M | -0.9% | +8.8% | -9.7% | -4.0% |
| YTD | -29.2% | +23.6% | -52.8% | -34.0% |
| 1Y | -20.1% | +13.8% | -33.9% | -24.1% |
| 3Y | +81.3% | +36.5% | +44.9% | +46.7% |
| All | -5.4% | +112.0% | -117.4% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling