-27.1%
RKT vs FOXA
+187.6%
-214.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.2% | -0.6% |
| 7D | -6.3% | +0.8% | -7.1% | -6.6% |
| 30D | -6.2% | +5.0% | -11.2% | -8.4% |
| 3M | -1.9% | -3.0% | +1.2% | -2.3% |
| 6M | -13.0% | +14.8% | -27.8% | -20.8% |
| YTD | -31.9% | -8.9% | -23.0% | -30.9% |
| 1Y | -37.6% | +13.3% | -50.9% | -43.8% |
| 3Y | +36.8% | +115.4% | -78.6% | -16.2% |
| 5Y | -9.7% | +95.3% | -105.0% | -42.7% |
| All | -27.1% | +187.6% | -214.7% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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