-23.6%
RKT vs XYZ
-46.5%
+22.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -0.5% |
| 7D | +6.0% | +2.9% | +3.1% | +4.8% |
| 30D | +0.7% | +1.4% | -0.7% | +0.2% |
| 3M | +11.8% | +14.6% | -2.7% | +6.4% |
| 6M | -7.6% | +20.8% | -28.4% | -13.5% |
| YTD | -28.7% | +23.1% | -51.7% | -34.4% |
| 1Y | -32.6% | +5.6% | -38.2% | -34.9% |
| 3Y | +42.1% | +50.9% | -8.8% | +10.5% |
| 5Y | -7.2% | -68.6% | +61.4% | +18.2% |
| All | -23.6% | -46.5% | +22.9% | -21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling