-9.7%
RKT vs IRM
+190.5%
-200.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.0% | -2.3% |
| 7D | -1.0% | +3.0% | -4.0% | -2.7% |
| 30D | -2.4% | -5.2% | +2.8% | +0.5% |
| 3M | +1.9% | -8.0% | +9.9% | +6.1% |
| 6M | -13.9% | +9.2% | -23.0% | -19.0% |
| YTD | -30.6% | +41.0% | -71.6% | -44.8% |
| 1Y | -34.4% | +23.3% | -57.6% | -43.7% |
| 3Y | +38.2% | +102.8% | -64.7% | -25.5% |
| 5Y | -9.7% | +192.8% | -202.4% | -62.6% |
| All | -9.7% | +190.5% | -200.1% | -62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling