+444.0%
SOXX vs RKT
-12.8%
+456.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -1.0% | -2.5% |
| 7D | +3.0% | -7.2% | +10.3% | +4.2% |
| 30D | -3.1% | -7.9% | +4.8% | -2.1% |
| 3M | -4.4% | +5.2% | -9.6% | -5.6% |
| 6M | +52.9% | -14.9% | +67.8% | +55.2% |
| YTD | +72.0% | -31.9% | +103.9% | +79.3% |
| 1Y | +105.1% | -36.9% | +142.0% | +115.2% |
| 3Y | +220.6% | +35.7% | +184.9% | +187.1% |
| 5Y | +244.8% | -9.7% | +254.5% | +205.6% |
| All | +444.0% | -12.8% | +456.8% | +374.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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