-24.1%
RKT vs FN
+369.1%
-393.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.1% | -0.9% | -4.4% |
| 7D | -7.5% | +20.8% | -28.3% | -10.6% |
| 30D | +26.6% | -17.3% | +43.9% | +29.5% |
| 3M | -2.4% | -38.1% | +35.7% | +4.6% |
| 6M | -7.4% | -44.2% | +36.9% | -0.8% |
| YTD | -29.2% | -22.3% | -6.9% | -31.6% |
| 1Y | -23.5% | -20.9% | -2.6% | -26.8% |
| 3Y | +73.9% | +111.1% | -37.1% | +13.8% |
| 5Y | -6.6% | +191.8% | -198.4% | -49.2% |
| All | -24.1% | +369.1% | -393.3% | -63.3% |
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