-22.2%
RKT vs FLR
+400.1%
-422.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.7% |
| 7D | +2.1% | +5.4% | -3.3% | +1.2% |
| 30D | +1.4% | +11.4% | -9.9% | -0.6% |
| 3M | +6.3% | +11.4% | -5.1% | +3.9% |
| 6M | -15.5% | +16.6% | -32.1% | -18.5% |
| YTD | -27.4% | +41.7% | -69.1% | -32.1% |
| 1Y | -26.6% | +35.4% | -62.0% | -31.0% |
| 3Y | +41.2% | +57.3% | -16.1% | +23.4% |
| 5Y | -6.4% | +241.0% | -247.4% | -24.0% |
| All | -22.2% | +400.1% | -422.3% | -39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling