-22.2%
RKT vs FND
-26.9%
+4.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -2.1% |
| 7D | +2.1% | -5.2% | +7.3% | +5.1% |
| 30D | +1.4% | -19.9% | +21.3% | +14.5% |
| 3M | +6.3% | +2.7% | +3.6% | +4.6% |
| 6M | -15.5% | -21.7% | +6.2% | -3.9% |
| YTD | -27.4% | -17.5% | -9.9% | -20.0% |
| 1Y | -26.6% | -39.3% | +12.7% | -5.5% |
| 3Y | +41.2% | -49.8% | +91.0% | +96.7% |
| 5Y | -6.4% | -60.1% | +53.7% | +28.7% |
| All | -22.2% | -26.9% | +4.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling