-11.1%
RKT vs FN
-20.4%
+9.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.9% | -11.0% | +0.4% |
| 7D | +10.3% | +16.3% | -6.0% | +9.5% |
| 30D | +32.3% | -24.7% | +57.1% | +34.7% |
| 3M | +10.7% | -34.9% | +45.6% | +13.5% |
| 6M | -3.2% | -41.1% | +37.9% | -0.6% |
| YTD | -21.5% | -19.6% | -1.9% | -23.8% |
| All | -11.1% | -20.4% | +9.4% | -13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling