-24.1%
RKT vs XYZ
-43.5%
+19.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -1.1% |
| 7D | -9.0% | -1.1% | -7.9% | -8.5% |
| 30D | +30.2% | +11.5% | +18.7% | +24.5% |
| 3M | -8.8% | +1.8% | -10.6% | -9.6% |
| 6M | -0.9% | +21.2% | -22.1% | -7.9% |
| YTD | -29.2% | +29.9% | -59.1% | -36.4% |
| 1Y | -20.1% | +35.8% | -55.8% | -29.6% |
| 3Y | +81.3% | +62.6% | +18.7% | +37.1% |
| 5Y | -6.6% | -62.8% | +56.2% | +11.4% |
| All | -24.1% | -43.5% | +19.4% | -23.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling