+1.7%
RKT vs FN
+170.4%
-168.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +11.7% | -10.0% | -0.3% |
| 7D | +17.7% | 0.0% | +17.7% | +16.8% |
| 30D | +31.6% | -34.3% | +66.0% | +40.4% |
| 3M | +13.9% | -39.9% | +53.8% | +22.4% |
| 6M | +2.8% | -51.8% | +54.6% | +13.2% |
| YTD | -22.2% | -28.1% | +5.9% | -23.9% |
| 1Y | -3.5% | -29.1% | +25.6% | -5.8% |
| 3Y | +95.3% | +102.4% | -7.2% | +24.1% |
| All | +1.7% | +170.4% | -168.7% | -48.8% |
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