-27.0%
RKT vs IRM
+395.3%
-422.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -0.6% |
| 7D | -7.2% | -1.8% | -5.4% | -6.3% |
| 30D | -7.9% | -7.8% | -0.1% | -3.7% |
| 3M | +5.2% | -7.9% | +13.0% | +9.2% |
| 6M | -14.9% | +6.3% | -21.2% | -18.5% |
| YTD | -31.9% | +38.2% | -70.0% | -44.5% |
| 1Y | -36.9% | +19.8% | -56.7% | -44.5% |
| 3Y | +35.7% | +98.8% | -63.0% | -20.0% |
| 5Y | -9.7% | +191.8% | -201.4% | -57.5% |
| All | -27.0% | +395.3% | -422.4% | -75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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