-9.7%
RKT vs FLR
+245.1%
-254.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.4% | -2.1% |
| 7D | -1.0% | -3.1% | +2.2% | -0.3% |
| 30D | -2.4% | +4.9% | -7.3% | -3.4% |
| 3M | +1.9% | +10.8% | -8.9% | -1.0% |
| 6M | -13.9% | +19.7% | -33.5% | -18.6% |
| YTD | -30.6% | +38.4% | -69.0% | -36.4% |
| 1Y | -34.4% | +34.7% | -69.0% | -39.7% |
| 3Y | +38.2% | +56.7% | -18.5% | +11.3% |
| 5Y | -9.7% | +241.6% | -251.3% | -38.9% |
| All | -9.7% | +245.1% | -254.7% | -38.9% |
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