-2.0%
RKT vs IP
-12.5%
+10.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | +0.7% |
| 7D | +24.3% | -5.0% | +29.3% | +27.6% |
| 30D | +27.9% | +6.5% | +21.3% | +23.7% |
| 3M | +6.9% | -18.0% | +25.0% | +18.0% |
| 6M | +5.2% | +10.3% | -5.1% | -0.1% |
| YTD | -23.5% | -9.9% | -13.6% | -21.2% |
| 1Y | -9.1% | -1.1% | -8.0% | -10.6% |
| 3Y | +81.5% | +13.0% | +68.5% | +50.8% |
| 5Y | -2.0% | -12.3% | +10.3% | -6.6% |
| All | -2.0% | -12.5% | +10.5% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling