-10.4%
RKT vs XYZ
+19.9%
-30.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +15.3% | -6.6% | -0.1% |
| 7D | +29.7% | +16.5% | +13.2% | +18.5% |
| 30D | +28.5% | +15.0% | +13.6% | +18.3% |
| 3M | +6.4% | +3.5% | +2.8% | +3.8% |
| 6M | +7.1% | +21.9% | -14.7% | -3.5% |
| YTD | -22.5% | +34.6% | -57.1% | -33.0% |
| 1Y | -10.4% | +20.7% | -31.2% | -20.6% |
| All | -10.4% | +19.9% | -30.3% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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