-25.7%
RKT vs IAU
+110.1%
-135.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -3.2% |
| 7D | -1.0% | +0.2% | -1.1% | -1.0% |
| 30D | -2.4% | +0.2% | -2.6% | -2.5% |
| 3M | +1.9% | +3.3% | -1.4% | +0.5% |
| 6M | -13.9% | -14.6% | +0.7% | -7.8% |
| YTD | -30.6% | +1.9% | -32.5% | -30.2% |
| 1Y | -34.4% | +20.9% | -55.2% | -38.3% |
| 3Y | +38.2% | +127.5% | -89.3% | -7.1% |
| 5Y | -9.7% | +141.9% | -151.6% | -42.7% |
| All | -25.7% | +110.1% | -135.8% | -52.6% |
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