-10.9%
RKT vs IRE
-97.3%
+86.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.0% |
| 7D | +10.3% | -15.5% | +25.8% | +10.0% |
| 30D | +32.3% | -70.4% | +102.7% | +39.9% |
| 3M | +10.7% | -81.6% | +92.3% | +19.7% |
| 6M | -3.2% | -94.7% | +91.5% | +11.9% |
| YTD | -21.5% | -91.8% | +70.2% | -16.8% |
| 1Y | -6.0% | -97.6% | +91.6% | +4.7% |
| All | -10.9% | -97.3% | +86.5% | -2.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling