+44.7%
RKT vs IAU
+129.1%
-84.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | +2.1% | -0.5% | +2.6% | +2.4% |
| 30D | +1.4% | +4.4% | -3.0% | -0.4% |
| 3M | +6.3% | -1.1% | +7.3% | +6.8% |
| 6M | -15.5% | -13.7% | -1.7% | -10.4% |
| YTD | -27.4% | +2.7% | -30.1% | -25.7% |
| 1Y | -26.6% | +24.6% | -51.2% | -28.4% |
| All | +44.7% | +129.1% | -84.4% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling