+81.3%
RKT vs XME
+96.3%
-14.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.0% | -3.0% | -4.0% |
| 7D | -7.5% | +5.3% | -12.8% | -9.9% |
| 30D | +26.6% | -8.2% | +34.8% | +31.6% |
| 3M | -2.4% | -18.4% | +16.0% | +7.8% |
| 6M | -7.4% | -22.8% | +15.5% | +5.1% |
| YTD | -29.2% | -7.9% | -21.3% | -26.6% |
| 1Y | -23.5% | -0.9% | -22.7% | -23.6% |
| All | +81.3% | +96.3% | -14.9% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling