-16.0%
RKT vs FN
+385.2%
-401.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.9% | -11.0% | -1.1% |
| 7D | +10.3% | +16.3% | -6.0% | +6.7% |
| 30D | +32.3% | -24.7% | +57.1% | +37.8% |
| 3M | +10.7% | -34.9% | +45.6% | +17.4% |
| 6M | -3.2% | -41.1% | +37.9% | +2.5% |
| YTD | -21.5% | -19.6% | -1.9% | -24.6% |
| 1Y | -6.0% | -18.5% | +12.5% | -10.5% |
| 3Y | +104.2% | +119.1% | -14.9% | +32.7% |
| 5Y | +2.5% | +206.9% | -204.5% | -44.8% |
| All | -16.0% | +385.2% | -401.2% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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