-22.2%
RKT vs XYL
+50.4%
-72.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | +0.1% |
| 7D | +2.1% | -5.0% | +7.2% | +5.5% |
| 30D | +1.4% | -13.2% | +14.7% | +10.8% |
| 3M | +6.3% | -3.7% | +10.0% | +9.2% |
| 6M | -15.5% | -17.7% | +2.2% | -4.7% |
| YTD | -27.4% | -21.5% | -5.9% | -16.3% |
| 1Y | -26.6% | -24.5% | -2.1% | -13.7% |
| 3Y | +41.2% | +6.9% | +34.3% | +32.2% |
| 5Y | -6.4% | -18.1% | +11.7% | -11.7% |
| All | -22.2% | +50.4% | -72.6% | -55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling