-22.2%
RKT vs XLC
+102.9%
-125.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | +0.1% |
| 7D | +2.1% | -0.8% | +3.0% | +3.1% |
| 30D | +1.4% | +1.0% | +0.4% | +0.4% |
| 3M | +6.3% | -0.7% | +7.0% | +7.6% |
| 6M | -15.5% | -5.1% | -10.3% | -9.7% |
| YTD | -27.4% | -4.3% | -23.1% | -23.2% |
| 1Y | -26.6% | -0.6% | -26.0% | -25.1% |
| 3Y | +41.2% | +72.7% | -31.5% | -21.4% |
| 5Y | -6.4% | +38.0% | -44.4% | -39.0% |
| All | -22.2% | +102.9% | -125.1% | -66.8% |
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