-7.2%
RKT vs XLC
+37.3%
-44.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.3% |
| 7D | +6.0% | +0.6% | +5.4% | +5.4% |
| 30D | +0.7% | +0.2% | +0.4% | +0.5% |
| 3M | +11.8% | +0.6% | +11.2% | +11.6% |
| 6M | -7.6% | -4.5% | -3.1% | -1.9% |
| YTD | -28.7% | -4.7% | -24.0% | -24.0% |
| 1Y | -32.6% | -1.7% | -30.9% | -30.4% |
| 3Y | +42.1% | +72.3% | -30.2% | -23.5% |
| 5Y | -7.2% | +37.8% | -44.9% | -41.3% |
| All | -7.2% | +37.3% | -44.4% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling