-24.1%
RKT vs XHB
+111.3%
-135.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.7% | -3.3% | -3.1% |
| 7D | -7.5% | -2.4% | -5.1% | -4.9% |
| 30D | +26.6% | +7.1% | +19.5% | +17.6% |
| 3M | -2.4% | -6.0% | +3.5% | +5.1% |
| 6M | -7.4% | +2.1% | -9.4% | -7.6% |
| YTD | -29.2% | -0.6% | -28.6% | -26.7% |
| 1Y | -23.5% | -3.3% | -20.3% | -18.4% |
| 3Y | +73.9% | +34.1% | +39.8% | +34.4% |
| 5Y | -6.6% | +28.6% | -35.2% | -28.9% |
| All | -24.1% | +111.3% | -135.4% | -68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling