-9.7%
RKT vs XYL
-15.4%
+5.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.0% |
| 7D | -1.0% | +0.8% | -1.8% | -1.6% |
| 30D | -2.4% | -10.8% | +8.4% | +5.4% |
| 3M | +1.9% | -2.5% | +4.4% | +3.9% |
| 6M | -13.9% | -12.2% | -1.7% | -6.2% |
| YTD | -30.6% | -20.1% | -10.6% | -20.2% |
| 1Y | -34.4% | -20.6% | -13.7% | -24.4% |
| 3Y | +38.2% | +17.3% | +20.9% | +19.0% |
| 5Y | -9.7% | -14.5% | +4.8% | -19.6% |
| All | -9.7% | -15.4% | +5.8% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling