-25.7%
RKT vs XRT
+83.7%
-109.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.1% | -1.2% |
| 7D | -1.0% | -2.4% | +1.4% | +1.3% |
| 30D | -2.4% | -6.9% | +4.5% | +4.3% |
| 3M | +1.9% | -0.4% | +2.3% | +3.3% |
| 6M | -13.9% | +2.2% | -16.1% | -13.9% |
| YTD | -30.6% | -0.7% | -30.0% | -28.8% |
| 1Y | -34.4% | -2.0% | -32.4% | -31.6% |
| 3Y | +38.2% | +41.0% | -2.8% | +8.3% |
| 5Y | -9.7% | -3.3% | -6.4% | -11.1% |
| All | -25.7% | +83.7% | -109.4% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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