-37.6%
RKT vs XYL
-21.4%
-16.1%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | -6.3% | +1.2% | -7.5% | -7.1% |
| 30D | -6.2% | -11.9% | +5.8% | +2.3% |
| 3M | -1.9% | -1.5% | -0.3% | -0.1% |
| 6M | -13.0% | -11.9% | -1.1% | -7.7% |
| YTD | -31.9% | -20.6% | -11.3% | -26.3% |
| 1Y | -37.6% | -23.5% | -14.1% | -33.4% |
| All | -37.6% | -21.4% | -16.1% | -33.4% |
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