-6.3%
RKT vs FN
+289.0%
-295.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.3% | -1.7% |
| 7D | +2.1% | -1.7% | +3.8% | +2.4% |
| 30D | +1.4% | -22.0% | +23.4% | +5.5% |
| 3M | +6.3% | -43.0% | +49.3% | +16.2% |
| 6M | -15.5% | -27.7% | +12.3% | -13.6% |
| YTD | -27.4% | -10.5% | -16.9% | -30.6% |
| 1Y | -26.6% | +12.5% | -39.1% | -34.4% |
| 3Y | +41.2% | +153.8% | -112.6% | -11.3% |
| All | -6.3% | +289.0% | -295.3% | -52.9% |
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