-10.4%
RKT vs XYL
-30.7%
+20.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +5.0% | +3.7% | +5.8% |
| 7D | +29.7% | +14.5% | +15.2% | +20.6% |
| 30D | +28.5% | -1.3% | +29.8% | +26.1% |
| 3M | +6.4% | -17.0% | +23.4% | +18.6% |
| 6M | +7.1% | -11.3% | +18.5% | +13.3% |
| YTD | -22.5% | -25.0% | +2.5% | -15.4% |
| 1Y | -10.4% | -31.5% | +21.1% | +12.0% |
| All | -10.4% | -30.7% | +20.3% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling