+39.4%
RKT vs XYZ
+47.2%
-7.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.4% |
| 7D | -1.0% | -3.7% | +2.8% | +0.6% |
| 30D | -2.4% | +0.5% | -2.9% | -2.5% |
| 3M | +1.9% | +16.3% | -14.4% | -3.5% |
| 6M | -13.9% | +21.1% | -35.0% | -19.3% |
| YTD | -30.6% | +22.0% | -52.6% | -35.8% |
| 1Y | -34.4% | +5.2% | -39.5% | -36.4% |
| All | +39.4% | +47.2% | -7.7% | +1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling