-20.1%
RKT vs XME
-0.5%
-19.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.0% | -3.0% | -3.9% |
| 7D | -7.5% | +5.3% | -12.8% | -10.1% |
| 30D | +26.6% | -8.2% | +34.8% | +32.2% |
| 3M | -2.4% | -18.4% | +16.0% | +9.5% |
| 6M | -7.4% | -22.8% | +15.5% | +8.1% |
| YTD | -29.2% | -7.9% | -21.3% | -28.6% |
| All | -20.1% | -0.5% | -19.6% | -26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling