-24.1%
RKT vs XRT
+98.9%
-123.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.4% |
| 7D | -9.0% | +1.7% | -10.7% | -10.4% |
| 30D | +30.2% | +7.5% | +22.7% | +22.1% |
| 3M | -8.8% | +2.2% | -11.0% | -10.4% |
| 6M | -0.9% | +14.7% | -15.6% | -11.3% |
| YTD | -29.2% | +7.5% | -36.7% | -32.2% |
| 1Y | -20.1% | +14.1% | -34.2% | -27.2% |
| 3Y | +81.3% | +58.8% | +22.5% | +28.0% |
| 5Y | -6.6% | -3.9% | -2.7% | -10.7% |
| All | -24.1% | +98.9% | -123.0% | -68.4% |
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