-27.1%
RKT vs FND
-31.1%
+4.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.6% |
| 7D | -6.3% | -5.8% | -0.5% | -3.2% |
| 30D | -6.2% | -20.2% | +14.0% | +6.2% |
| 3M | -1.9% | -12.0% | +10.1% | +5.0% |
| 6M | -13.0% | -18.5% | +5.5% | -3.2% |
| YTD | -31.9% | -22.3% | -9.7% | -22.5% |
| 1Y | -37.6% | -47.6% | +10.1% | -13.0% |
| 3Y | +36.8% | -49.8% | +86.6% | +91.5% |
| 5Y | -9.7% | -63.0% | +53.2% | +28.6% |
| All | -27.1% | -31.1% | +4.0% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling