-24.1%
RKT vs XLC
+95.5%
-119.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.0% | -4.1% | -4.0% |
| 7D | -7.5% | +3.1% | -10.6% | -10.4% |
| 30D | +26.6% | -4.2% | +30.8% | +32.4% |
| 3M | -2.4% | -2.1% | -0.3% | -0.3% |
| 6M | -7.4% | -6.6% | -0.7% | -0.1% |
| YTD | -29.2% | -7.8% | -21.4% | -22.3% |
| 1Y | -23.5% | -4.1% | -19.4% | -19.2% |
| 3Y | +73.9% | +62.6% | +11.3% | +2.8% |
| 5Y | -6.6% | +39.6% | -46.2% | -39.4% |
| All | -24.1% | +95.5% | -119.6% | -66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling