-17.5%
RKT vs IRE
-84.4%
+66.9%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +14.0% | -15.1% | -2.2% |
| 7D | +2.1% | +54.8% | -52.7% | -1.4% |
| 30D | +1.4% | +18.4% | -16.9% | -0.6% |
| 3M | +6.3% | -66.7% | +73.0% | +12.9% |
| 6M | -15.5% | -52.3% | +36.9% | -16.3% |
| YTD | -27.4% | -52.3% | +24.9% | -29.7% |
| All | -17.5% | -84.4% | +66.9% | -17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling