-9.7%
RKT vs FND
-61.3%
+51.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.0% | -2.3% |
| 7D | -1.0% | -0.8% | -0.2% | -0.5% |
| 30D | -2.4% | -19.6% | +17.2% | +11.4% |
| 3M | +1.9% | -4.3% | +6.2% | +4.3% |
| 6M | -13.9% | -20.4% | +6.6% | -1.8% |
| YTD | -30.6% | -21.9% | -8.8% | -20.4% |
| 1Y | -34.4% | -45.2% | +10.8% | -7.9% |
| 3Y | +38.2% | -49.2% | +87.4% | +97.5% |
| 5Y | -9.7% | -61.8% | +52.2% | +36.6% |
| All | -9.7% | -61.3% | +51.6% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling