-20.1%
RKT vs IAU
+90.2%
-110.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | +0.5% |
| 7D | -3.8% | -2.0% | -1.8% | -2.9% |
| 30D | +32.8% | -4.4% | +37.3% | +35.5% |
| 3M | +0.8% | -8.9% | +9.7% | +5.2% |
| 6M | -2.6% | -15.9% | +13.3% | +5.3% |
| YTD | -25.4% | -7.8% | -17.7% | -21.6% |
| 1Y | -19.1% | -3.8% | -15.3% | -16.3% |
| 3Y | +83.2% | +104.3% | -21.2% | +29.5% |
| 5Y | +0.8% | +111.2% | -110.4% | -32.2% |
| All | -20.1% | +90.2% | -110.3% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 10y: compounded portfolio wealth divided by compounded IAU 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…
10y analysis · Full analysis span regression · 6 months rolling