+95.3%
RKT vs XRT
+49.6%
+45.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +3.7% |
| 7D | +17.7% | +0.9% | +16.8% | +16.5% |
| 30D | +31.6% | +7.9% | +23.7% | +20.1% |
| 3M | +13.9% | -0.2% | +14.1% | +14.4% |
| 6M | +2.8% | +5.6% | -2.8% | -2.2% |
| YTD | -22.2% | +5.7% | -27.9% | -25.7% |
| 1Y | -3.5% | +14.6% | -18.1% | -15.2% |
| 3Y | +95.3% | +50.7% | +44.6% | +19.0% |
| All | +95.3% | +49.6% | +45.7% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling