+58.3%
CSX vs RKT
-7.1%
+65.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +6.0% | -9.0% | +14.9% | +7.2% |
| 30D | +7.8% | +30.2% | -22.4% | +4.1% |
| 3M | +4.1% | -8.8% | +12.9% | +4.9% |
| 6M | +17.9% | -0.9% | +18.9% | +16.7% |
| YTD | +44.9% | -29.2% | +74.1% | +48.5% |
| 1Y | +51.1% | -20.1% | +71.2% | +52.1% |
| 3Y | +78.3% | +81.3% | -3.1% | +46.9% |
| All | +58.3% | -7.1% | +65.3% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling