-22.2%
RKT vs FLUT
-35.0%
+12.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.5% |
| 7D | +2.1% | -1.6% | +3.7% | +2.6% |
| 30D | +1.4% | +7.7% | -6.3% | -0.7% |
| 3M | +6.3% | -0.7% | +7.0% | +5.8% |
| 6M | -15.5% | -11.2% | -4.3% | -13.6% |
| YTD | -27.4% | -53.4% | +26.1% | -12.5% |
| 1Y | -26.6% | -65.8% | +39.2% | -4.3% |
| 3Y | +41.2% | -44.9% | +86.2% | +57.1% |
| 5Y | -6.4% | -49.7% | +43.3% | +0.7% |
| All | -22.2% | -35.0% | +12.8% | -24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling