-7.2%
RKT vs XME
+179.6%
-186.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.4% |
| 7D | +6.0% | +3.6% | +2.4% | +3.9% |
| 30D | +0.7% | +3.6% | -3.0% | -1.5% |
| 3M | +11.8% | +1.2% | +10.6% | +10.3% |
| 6M | -7.6% | +9.0% | -16.7% | -12.9% |
| YTD | -28.7% | +15.9% | -44.6% | -34.9% |
| 1Y | -32.6% | +43.2% | -75.8% | -46.1% |
| 3Y | +42.1% | +137.4% | -95.3% | -17.3% |
| 5Y | -7.2% | +185.0% | -192.2% | -51.1% |
| All | -7.2% | +179.6% | -186.8% | -51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling