-20.0%
RKT vs XRT
+101.9%
-122.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.5% |
| 7D | +4.6% | +4.1% | +0.5% | +0.8% |
| 30D | +25.9% | +9.9% | +15.9% | +15.5% |
| 3M | +5.0% | +2.3% | +2.8% | +3.1% |
| 6M | -7.9% | +9.6% | -17.5% | -14.1% |
| YTD | -25.4% | +9.1% | -34.5% | -29.6% |
| 1Y | -15.4% | +16.2% | -31.6% | -24.2% |
| 3Y | +83.3% | +60.1% | +23.2% | +28.3% |
| 5Y | -0.8% | -0.5% | -0.3% | -7.4% |
| All | -20.0% | +101.9% | -122.0% | -67.1% |
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