-28.1%
RKT vs FPS
+24.3%
-52.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.1% | -4.8% | -2.3% |
| 7D | +6.0% | +10.4% | -4.4% | +4.2% |
| 30D | +0.7% | -16.5% | +17.2% | +3.5% |
| 3M | +11.8% | -45.5% | +57.4% | +24.7% |
| 6M | -7.6% | +2.1% | -9.7% | -9.8% |
| All | -28.1% | +24.3% | -52.3% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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