-25.7%
RKT vs IR
+125.4%
-151.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.7% | -1.7% |
| 7D | -1.0% | -1.9% | +0.9% | +0.1% |
| 30D | -2.4% | -15.0% | +12.6% | +6.3% |
| 3M | +1.9% | -0.4% | +2.3% | +2.3% |
| 6M | -13.9% | -15.0% | +1.2% | -6.3% |
| YTD | -30.6% | -7.1% | -23.6% | -27.4% |
| 1Y | -34.4% | -7.5% | -26.8% | -31.3% |
| 3Y | +38.2% | +6.3% | +31.9% | +29.9% |
| 5Y | -9.7% | +37.3% | -47.0% | -28.4% |
| All | -25.7% | +125.4% | -151.1% | -59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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