-2.0%
RKT vs FN
+148.3%
-150.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -14.2% | +13.0% | +1.1% |
| 7D | +24.3% | -16.0% | +40.3% | +27.1% |
| 30D | +27.9% | -40.1% | +68.0% | +38.6% |
| 3M | +6.9% | -43.9% | +50.8% | +16.1% |
| 6M | +5.2% | -55.6% | +60.8% | +17.3% |
| YTD | -23.5% | -35.7% | +12.2% | -23.6% |
| 1Y | -9.1% | -39.8% | +30.8% | -8.3% |
| 3Y | +81.5% | +80.3% | +1.2% | +17.8% |
| 5Y | -2.0% | +143.3% | -145.3% | -49.7% |
| All | -2.0% | +148.3% | -150.3% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling