-25.7%
RKT vs XLB
+87.4%
-113.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -1.5% |
| 7D | -1.0% | -2.9% | +2.0% | +2.5% |
| 30D | -2.4% | -3.4% | +1.0% | +1.5% |
| 3M | +1.9% | +1.6% | +0.3% | +0.3% |
| 6M | -13.9% | +3.6% | -17.5% | -16.5% |
| YTD | -30.6% | +14.2% | -44.9% | -39.3% |
| 1Y | -34.4% | +15.6% | -49.9% | -43.2% |
| 3Y | +38.2% | +33.1% | +5.1% | +4.9% |
| 5Y | -9.7% | +35.0% | -44.7% | -31.6% |
| All | -25.7% | +87.4% | -113.1% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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