+42.1%
RKT vs XLC
+72.7%
-30.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.3% |
| 7D | +6.0% | +0.6% | +5.4% | +5.5% |
| 30D | +0.7% | +0.2% | +0.4% | +0.5% |
| 3M | +11.8% | +0.6% | +11.2% | +11.7% |
| 6M | -7.6% | -4.5% | -3.1% | -2.8% |
| YTD | -28.7% | -4.7% | -24.0% | -24.8% |
| 1Y | -32.6% | -1.7% | -30.9% | -30.7% |
| 3Y | +42.1% | +72.3% | -30.2% | -23.4% |
| All | +42.1% | +72.7% | -30.6% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling