-24.1%
RKT vs FND
-30.5%
+6.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +1.2% |
| 7D | -9.0% | -6.8% | -2.1% | -5.3% |
| 30D | +30.2% | +8.0% | +22.2% | +24.5% |
| 3M | -8.8% | -18.9% | +10.1% | +2.0% |
| 6M | -0.9% | +4.7% | -5.6% | -3.6% |
| YTD | -29.2% | -21.6% | -7.6% | -20.0% |
| 1Y | -20.1% | -22.0% | +2.0% | -9.3% |
| 3Y | +81.3% | -40.4% | +121.8% | +134.1% |
| 5Y | -6.6% | -63.8% | +57.2% | +32.9% |
| All | -24.1% | -30.5% | +6.3% | -27.0% |
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