+92.2%
RKT vs FN
+80.0%
+12.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -14.2% | +13.0% | +0.2% |
| 7D | +24.3% | -16.0% | +40.3% | +26.1% |
| 30D | +27.9% | -40.1% | +68.0% | +34.8% |
| 3M | +6.9% | -43.9% | +50.8% | +12.9% |
| 6M | +5.2% | -55.6% | +60.8% | +13.3% |
| YTD | -23.5% | -35.7% | +12.2% | -23.6% |
| 1Y | -9.1% | -39.8% | +30.8% | -8.6% |
| All | +92.2% | +80.0% | +12.1% | +6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling