+39.4%
RKT vs FOXA
+110.7%
-71.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -2.1% |
| 7D | -1.0% | -5.4% | +4.5% | +0.7% |
| 30D | -2.4% | +1.1% | -3.5% | -2.9% |
| 3M | +1.9% | -6.1% | +8.0% | +2.3% |
| 6M | -13.9% | +8.2% | -22.1% | -18.6% |
| YTD | -30.6% | -11.8% | -18.8% | -29.0% |
| 1Y | -34.4% | +9.9% | -44.3% | -39.8% |
| All | +39.4% | +110.7% | -71.3% | -26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling