+130.3%
CSX vs RKT
-4.5%
+134.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.9% | +6.1% | +1.6% |
| 7D | +0.7% | +4.6% | -3.9% | +0.3% |
| 30D | +8.1% | +25.9% | -17.8% | +6.0% |
| 3M | +2.2% | +5.0% | -2.8% | +1.5% |
| 6M | +14.6% | -7.9% | +22.5% | +14.6% |
| YTD | +42.2% | -25.4% | +67.6% | +43.8% |
| 1Y | +47.3% | -15.4% | +62.7% | +47.3% |
| 3Y | +73.5% | +83.3% | -9.8% | +59.7% |
| 5Y | +54.1% | -0.8% | +54.9% | +42.0% |
| All | +130.3% | -4.5% | +134.7% | +109.6% |
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