+39.4%
RKT vs XHB
+24.0%
+15.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.2% | -0.9% |
| 7D | -1.0% | -1.9% | +1.0% | +1.5% |
| 30D | -2.4% | -8.3% | +5.9% | +9.0% |
| 3M | +1.9% | -7.1% | +9.0% | +12.8% |
| 6M | -13.9% | -5.3% | -8.6% | -6.4% |
| YTD | -30.6% | -3.2% | -27.4% | -26.2% |
| 1Y | -34.4% | -13.9% | -20.5% | -19.7% |
| All | +39.4% | +24.0% | +15.4% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 3y: compounded portfolio wealth divided by compounded XHB 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…
3y analysis · Full analysis span regression · 6 months rolling