-24.1%
RKT vs XYL
+34.0%
-58.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -9.0% | -3.7% | -5.2% | -6.8% |
| 30D | +30.2% | -8.3% | +38.5% | +35.5% |
| 3M | -8.8% | -21.4% | +12.6% | +4.2% |
| 6M | -0.9% | -12.9% | +12.0% | +6.7% |
| YTD | -29.2% | -30.1% | +0.9% | -13.8% |
| 1Y | -20.1% | -35.2% | +15.1% | +1.8% |
| 3Y | +81.3% | -0.8% | +82.1% | +75.0% |
| 5Y | -6.6% | -23.2% | +16.6% | -8.0% |
| All | -24.1% | +34.0% | -58.2% | -53.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling