-6.3%
RKT vs IR
+45.6%
-51.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.9% |
| 7D | +2.1% | -2.8% | +4.9% | +3.9% |
| 30D | +1.4% | -15.1% | +16.6% | +11.9% |
| 3M | +6.3% | +6.1% | +0.2% | +2.7% |
| 6M | -15.5% | -16.8% | +1.4% | -6.0% |
| YTD | -27.4% | -3.5% | -23.8% | -25.4% |
| 1Y | -26.6% | -3.5% | -23.1% | -24.8% |
| 3Y | +41.2% | +9.5% | +31.8% | +24.9% |
| All | -6.3% | +45.6% | -51.9% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling