-22.2%
RKT vs IRM
+412.7%
-434.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.8% | -2.1% |
| 7D | +2.1% | -0.5% | +2.6% | +2.3% |
| 30D | +1.4% | -8.1% | +9.5% | +6.2% |
| 3M | +6.3% | -9.7% | +15.9% | +11.8% |
| 6M | -15.5% | +10.0% | -25.4% | -20.6% |
| YTD | -27.4% | +43.0% | -70.4% | -42.0% |
| 1Y | -26.6% | +32.7% | -59.3% | -39.3% |
| 3Y | +41.2% | +102.7% | -61.5% | -17.6% |
| 5Y | -6.4% | +187.6% | -194.0% | -55.9% |
| All | -22.2% | +412.7% | -434.9% | -73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling