+2.8%
RKT vs FN
-52.0%
+54.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +11.7% | -10.0% | +2.1% |
| 7D | +17.7% | 0.0% | +17.7% | +17.6% |
| 30D | +31.6% | -34.3% | +66.0% | +31.0% |
| 3M | +13.9% | -39.9% | +53.8% | +13.4% |
| 6M | +2.8% | -51.8% | +54.6% | +1.6% |
| All | +2.8% | -52.0% | +54.8% | +1.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling