-27.1%
RKT vs XEL
+30.3%
-57.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -6.3% | -0.3% | -6.0% | -6.1% |
| 30D | -6.2% | -3.9% | -2.2% | -4.4% |
| 3M | -1.9% | -2.8% | +1.0% | -0.7% |
| 6M | -13.0% | -5.4% | -7.6% | -11.0% |
| YTD | -31.9% | +3.8% | -35.7% | -33.5% |
| 1Y | -37.6% | +6.8% | -44.4% | -40.2% |
| 3Y | +36.8% | +45.6% | -8.8% | +9.8% |
| 5Y | -9.7% | +30.7% | -40.4% | -22.8% |
| All | -27.1% | +30.3% | -57.4% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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