-34.4%
RKT vs IRM
+29.2%
-63.5%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.0% | -2.4% |
| 7D | -1.0% | +3.0% | -4.0% | -2.2% |
| 30D | -2.4% | -5.2% | +2.8% | -0.4% |
| 3M | +1.9% | -8.0% | +9.9% | +4.7% |
| 6M | -13.9% | +9.2% | -23.0% | -17.5% |
| YTD | -30.6% | +41.0% | -71.6% | -39.1% |
| 1Y | -34.4% | +23.3% | -57.6% | -38.0% |
| All | -34.4% | +29.2% | -63.5% | -38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling