+121.5%
CSX vs RKT
-0.4%
+121.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.6% | -5.0% | -3.5% |
| 7D | -5.5% | +17.7% | -23.2% | -6.8% |
| 30D | +4.9% | +31.6% | -26.7% | +2.6% |
| 3M | -2.9% | +13.9% | -16.8% | -4.1% |
| 6M | +8.3% | +2.8% | +5.5% | +7.4% |
| YTD | +36.7% | -22.2% | +59.0% | +37.8% |
| 1Y | +41.5% | -3.5% | +45.0% | +40.0% |
| 3Y | +68.6% | +95.3% | -26.6% | +54.4% |
| 5Y | +48.4% | -0.4% | +48.8% | +36.5% |
| All | +121.5% | -0.4% | +121.9% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 10y: compounded portfolio wealth divided by compounded RKT 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…
10y analysis · Full analysis span regression · 6 months rolling