-20.0%
RKT vs FLUT
-46.4%
+26.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -5.0% |
| 7D | +4.6% | -1.5% | +6.1% | +5.0% |
| 30D | +25.9% | +3.4% | +22.4% | +24.7% |
| 3M | +5.0% | -12.5% | +17.5% | +8.6% |
| 6M | -7.9% | -18.5% | +10.6% | -3.6% |
| YTD | -25.4% | -61.6% | +36.3% | -5.3% |
| 1Y | -15.4% | -64.1% | +48.7% | +9.0% |
| 3Y | +83.3% | -44.5% | +127.8% | +103.7% |
| 5Y | -0.8% | -51.3% | +50.5% | +8.9% |
| All | -20.0% | -46.4% | +26.4% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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