-24.1%
RKT vs IYR
+46.9%
-71.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.6% | -4.4% | -4.2% |
| 7D | -7.5% | -0.1% | -7.4% | -7.3% |
| 30D | +26.6% | +5.7% | +20.9% | +18.0% |
| 3M | -2.4% | -0.6% | -1.8% | -1.1% |
| 6M | -7.4% | +0.5% | -7.9% | -7.8% |
| YTD | -29.2% | +10.4% | -39.6% | -37.4% |
| 1Y | -23.5% | +9.2% | -32.7% | -31.2% |
| 3Y | +73.9% | +40.5% | +33.4% | +17.2% |
| 5Y | -6.6% | +5.9% | -12.6% | -14.3% |
| All | -24.1% | +46.9% | -71.0% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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