-7.4%
RKT vs IBN
+34.2%
-41.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.0% | -4.0% | -4.2% |
| 7D | -7.5% | +5.7% | -13.2% | -11.9% |
| 30D | +26.6% | +20.5% | +6.1% | +7.1% |
| 3M | -2.4% | +15.2% | -17.7% | -14.7% |
| 6M | -7.4% | +34.5% | -41.9% | -35.4% |
| All | -7.4% | +34.2% | -41.6% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 6mo: compounded portfolio wealth divided by compounded IBN 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…
6mo analysis · Full analysis span regression · 6 months rolling