-20.1%
RKT vs XYZ
+29.4%
-49.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -1.7% |
| 7D | -9.0% | -1.1% | -7.9% | -8.3% |
| 30D | +30.2% | +11.5% | +18.7% | +21.6% |
| 3M | -8.8% | +1.8% | -10.6% | -10.2% |
| 6M | -0.9% | +21.2% | -22.1% | -10.7% |
| YTD | -29.2% | +29.9% | -59.1% | -38.0% |
| 1Y | -20.1% | +35.8% | -55.8% | -30.7% |
| All | -20.1% | +29.4% | -49.4% | -30.7% |
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 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