-27.0%
RKT vs IBKR
+613.8%
-640.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.6% |
| 7D | -7.2% | -3.8% | -3.4% | -6.4% |
| 30D | -7.9% | -0.3% | -7.6% | -7.9% |
| 3M | +5.2% | +4.8% | +0.4% | +3.7% |
| 6M | -14.9% | +30.8% | -45.7% | -19.8% |
| YTD | -31.9% | +39.5% | -71.3% | -36.5% |
| 1Y | -36.9% | +43.7% | -80.5% | -41.4% |
| 3Y | +35.7% | +284.7% | -248.9% | -0.7% |
| 5Y | -9.7% | +484.9% | -494.6% | -44.4% |
| All | -27.0% | +613.8% | -640.8% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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