-5.4%
RKT vs FOXA
+76.9%
-82.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -1.8% |
| 7D | -9.0% | +2.7% | -11.6% | -10.0% |
| 30D | +30.2% | +10.0% | +20.2% | +24.9% |
| 3M | -8.8% | +5.0% | -13.8% | -11.1% |
| 6M | -0.9% | +3.4% | -4.3% | -4.5% |
| YTD | -29.2% | -5.5% | -23.7% | -29.2% |
| 1Y | -20.1% | +5.5% | -25.6% | -24.9% |
| 3Y | +81.3% | +139.3% | -58.0% | -4.2% |
| All | -5.4% | +76.9% | -82.3% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling