+122.8%
CSX vs RKT
-7.0%
+129.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +0.9% |
| 7D | -3.4% | +2.1% | -5.5% | -3.6% |
| 30D | -3.1% | +1.4% | -4.5% | -3.3% |
| 3M | +7.2% | +6.3% | +0.9% | +6.2% |
| 6M | +16.2% | -15.5% | +31.6% | +17.0% |
| YTD | +37.5% | -27.4% | +64.9% | +39.6% |
| 1Y | +53.2% | -26.6% | +79.8% | +55.0% |
| 3Y | +68.2% | +41.2% | +27.0% | +57.9% |
| 5Y | +65.2% | -6.4% | +71.6% | +53.0% |
| All | +122.8% | -7.0% | +129.8% | +103.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling