-10.4%
RKT vs IRE
-97.6%
+87.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -23.2% | +31.9% | +10.0% |
| 7D | +29.7% | -46.8% | +76.6% | +33.6% |
| 30D | +28.5% | -75.5% | +104.0% | +38.5% |
| 3M | +6.4% | -79.4% | +85.8% | +14.8% |
| 6M | +7.1% | -91.3% | +98.4% | +19.3% |
| YTD | -22.5% | -90.8% | +68.4% | -17.4% |
| 1Y | -10.4% | -97.7% | +87.3% | +0.5% |
| All | -10.4% | -97.6% | +87.1% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling