-11.6%
RKT vs IRE
-97.2%
+85.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +39.6% | -38.0% | -0.6% |
| 7D | +17.7% | -27.2% | +44.8% | +18.2% |
| 30D | +31.6% | -75.1% | +106.8% | +40.9% |
| 3M | +13.9% | -77.9% | +91.8% | +21.5% |
| 6M | +2.8% | -94.6% | +97.4% | +18.6% |
| YTD | -22.2% | -91.5% | +69.3% | -17.6% |
| 1Y | -3.5% | -97.8% | +94.3% | +8.0% |
| All | -11.6% | -97.2% | +85.6% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling