+19.9%
XBI vs RKT
-10.3%
+30.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -4.6% | -6.3% | +1.6% | -3.2% |
| 30D | -2.0% | -6.2% | +4.2% | -0.7% |
| 3M | +17.8% | -1.9% | +19.7% | +17.0% |
| 6M | +23.7% | -13.0% | +36.7% | +25.5% |
| YTD | +28.2% | -31.9% | +60.2% | +36.6% |
| 1Y | +64.0% | -37.6% | +101.5% | +77.2% |
| 3Y | +99.4% | +36.8% | +62.6% | +54.3% |
| All | +19.9% | -10.3% | +30.2% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling