-27.0%
RKT vs XME
+390.7%
-417.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | 0.0% |
| 7D | -7.2% | -3.0% | -4.2% | -5.9% |
| 30D | -7.9% | -2.6% | -5.3% | -6.8% |
| 3M | +5.2% | +2.2% | +3.0% | +3.5% |
| 6M | -14.9% | +0.7% | -15.6% | -15.7% |
| YTD | -31.9% | +10.9% | -42.8% | -35.4% |
| 1Y | -36.9% | +35.7% | -72.6% | -46.0% |
| 3Y | +35.7% | +127.1% | -91.4% | -9.6% |
| 5Y | -9.7% | +168.5% | -178.1% | -42.6% |
| All | -27.0% | +390.7% | -417.7% | -62.5% |
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