-16.7%
RKT vs IP
+35.5%
-52.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.2% |
| 7D | +17.7% | -5.1% | +22.7% | +20.5% |
| 30D | +31.6% | +8.5% | +23.1% | +26.7% |
| 3M | +13.9% | -13.8% | +27.8% | +21.6% |
| 6M | +2.8% | +5.7% | -2.9% | +0.1% |
| YTD | -22.2% | -9.1% | -13.1% | -20.3% |
| 1Y | -3.5% | -0.8% | -2.7% | -4.8% |
| 3Y | +95.3% | +14.8% | +80.5% | +71.5% |
| 5Y | -0.4% | -11.5% | +11.1% | -5.3% |
| All | -16.7% | +35.5% | -52.2% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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