+42.1%
RKT vs IRM
+101.2%
-59.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.4% |
| 7D | +6.0% | +1.6% | +4.4% | +5.1% |
| 30D | +0.7% | -4.2% | +4.8% | +2.6% |
| 3M | +11.8% | -5.4% | +17.2% | +14.1% |
| 6M | -7.6% | +12.0% | -19.6% | -13.2% |
| YTD | -28.7% | +42.0% | -70.7% | -40.9% |
| 1Y | -32.6% | +29.9% | -62.4% | -42.1% |
| 3Y | +42.1% | +104.4% | -62.3% | -45.0% |
| All | +42.1% | +101.2% | -59.1% | -45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling