-24.1%
RKT vs XME
+301.0%
-325.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.8% |
| 7D | -9.0% | +0.3% | -9.3% | -9.1% |
| 30D | +30.2% | -6.1% | +36.3% | +33.5% |
| 3M | -8.8% | -18.6% | +9.8% | +0.1% |
| 6M | -0.9% | -23.9% | +23.0% | +11.7% |
| YTD | -29.2% | -9.3% | -19.8% | -26.4% |
| 1Y | -20.1% | +1.8% | -21.8% | -21.2% |
| 3Y | +81.3% | +93.0% | -11.7% | +29.8% |
| 5Y | -6.6% | +107.0% | -113.6% | -34.2% |
| All | -24.1% | +301.0% | -325.2% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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