-25.7%
RKT vs XLC
+100.7%
-126.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.1% | -2.1% |
| 7D | -1.0% | -1.4% | +0.5% | +0.6% |
| 30D | -2.4% | -0.9% | -1.5% | -1.3% |
| 3M | +1.9% | -0.3% | +2.2% | +2.8% |
| 6M | -13.9% | -5.2% | -8.7% | -8.0% |
| YTD | -30.6% | -5.3% | -25.3% | -25.8% |
| 1Y | -34.4% | -2.8% | -31.5% | -31.4% |
| 3Y | +38.2% | +71.2% | -33.0% | -22.3% |
| 5Y | -9.7% | +37.6% | -47.2% | -40.8% |
| All | -25.7% | +100.7% | -126.4% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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