-20.0%
RKT vs IP
+37.9%
-57.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.7% | -4.4% |
| 7D | +4.6% | 0.0% | +4.6% | +4.6% |
| 30D | +25.9% | +9.4% | +16.5% | +20.7% |
| 3M | +5.0% | -14.1% | +19.1% | +12.2% |
| 6M | -7.9% | +9.2% | -17.1% | -11.6% |
| YTD | -25.4% | -7.5% | -17.8% | -24.1% |
| 1Y | -15.4% | -2.8% | -12.6% | -15.8% |
| 3Y | +83.3% | +21.2% | +62.1% | +57.0% |
| 5Y | -0.8% | -11.5% | +10.7% | -6.1% |
| All | -20.0% | +37.9% | -57.9% | -43.2% |
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