-20.1%
RKT vs FN
+389.3%
-409.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.9% | -5.9% | -1.1% |
| 7D | -3.8% | +8.0% | -11.8% | -5.4% |
| 30D | +32.8% | -19.1% | +52.0% | +36.5% |
| 3M | +0.8% | -29.8% | +30.7% | +5.4% |
| 6M | -2.6% | -43.2% | +40.6% | +4.0% |
| YTD | -25.4% | -18.9% | -6.5% | -28.5% |
| 1Y | -19.1% | -17.9% | -1.2% | -23.0% |
| 3Y | +83.2% | +120.1% | -36.9% | +19.0% |
| 5Y | +0.8% | +206.7% | -205.9% | -45.7% |
| All | -20.1% | +389.3% | -409.4% | -61.6% |
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