-5.4%
RKT vs FN
+169.4%
-174.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.3% | +7.3% | +1.2% |
| 7D | -9.0% | +0.3% | -9.2% | -9.1% |
| 30D | +30.2% | -16.5% | +46.7% | +32.7% |
| 3M | -8.8% | -42.1% | +33.3% | -1.3% |
| 6M | -0.9% | -52.9% | +51.9% | +9.8% |
| YTD | -29.2% | -28.0% | -1.2% | -30.8% |
| 1Y | -20.1% | -18.5% | -1.6% | -24.6% |
| 3Y | +81.3% | +93.9% | -12.5% | +17.1% |
| All | -5.4% | +169.4% | -174.8% | -52.6% |
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