+1.7%
RKT vs XRT
-5.3%
+7.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +3.5% |
| 7D | +17.7% | +0.9% | +16.8% | +16.6% |
| 30D | +31.6% | +7.9% | +23.7% | +21.4% |
| 3M | +13.9% | -0.2% | +14.1% | +14.5% |
| 6M | +2.8% | +5.6% | -2.8% | -1.4% |
| YTD | -22.2% | +5.7% | -27.9% | -25.0% |
| 1Y | -3.5% | +14.6% | -18.1% | -14.0% |
| 3Y | +95.3% | +50.7% | +44.6% | +33.4% |
| All | +1.7% | -5.3% | +7.0% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling