-25.7%
RKT vs INVH
+16.1%
-41.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.6% | -2.6% |
| 7D | -1.0% | -2.3% | +1.3% | +0.7% |
| 30D | -2.4% | -5.7% | +3.3% | +1.8% |
| 3M | +1.9% | -4.5% | +6.4% | +5.2% |
| 6M | -13.9% | +11.0% | -24.8% | -20.2% |
| YTD | -30.6% | +3.7% | -34.3% | -33.0% |
| 1Y | -34.4% | -2.8% | -31.5% | -33.5% |
| 3Y | +38.2% | -7.1% | +45.3% | +42.6% |
| 5Y | -9.7% | -19.4% | +9.8% | -1.0% |
| All | -25.7% | +16.1% | -41.8% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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