+45.1%
RKT vs IP
+21.5%
+23.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -2.1% |
| 7D | +2.1% | -5.3% | +7.4% | +4.6% |
| 30D | +1.4% | -10.9% | +12.3% | +6.9% |
| 3M | +6.3% | +11.2% | -4.9% | +1.2% |
| 6M | -15.5% | -10.2% | -5.2% | -12.5% |
| YTD | -27.4% | -2.0% | -25.4% | -28.1% |
| 1Y | -26.6% | -19.1% | -7.5% | -21.7% |
| All | +45.1% | +21.5% | +23.6% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling