-10.0%
RKT vs FRSH
-72.6%
+62.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | -7.2% | -11.2% | +3.9% | -3.9% |
| 30D | -7.9% | -0.8% | -7.1% | -7.8% |
| 3M | +5.2% | +26.4% | -21.2% | -2.4% |
| 6M | -14.9% | +48.4% | -63.3% | -25.5% |
| YTD | -31.9% | -3.1% | -28.8% | -32.9% |
| 1Y | -36.9% | -8.7% | -28.2% | -36.8% |
| 3Y | +35.7% | -45.8% | +81.5% | +54.6% |
| All | -10.0% | -72.6% | +62.5% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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