-22.2%
RKT vs FOXA
+185.4%
-207.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | +0.3% |
| 7D | +2.1% | -4.0% | +6.1% | +3.9% |
| 30D | +1.4% | +12.0% | -10.5% | -3.9% |
| 3M | +6.3% | +0.3% | +6.0% | +4.1% |
| 6M | -15.5% | +12.5% | -27.9% | -22.4% |
| YTD | -27.4% | -9.6% | -17.7% | -26.0% |
| 1Y | -26.6% | +8.6% | -35.2% | -32.5% |
| 3Y | +41.2% | +118.5% | -77.3% | -14.3% |
| 5Y | -6.4% | +88.8% | -95.2% | -39.7% |
| All | -22.2% | +185.4% | -207.6% | -62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling