+323.4%
XLE vs RKT
+0.4%
+322.9%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.5% |
| 7D | -7.9% | +10.3% | -18.2% | -8.1% |
| 30D | -4.8% | +32.3% | -37.1% | -5.4% |
| 3M | +8.4% | +10.7% | -2.4% | +8.1% |
| 6M | +12.7% | -3.2% | +15.9% | +12.6% |
| YTD | +41.3% | -21.5% | +62.8% | +42.0% |
| 1Y | +42.3% | -6.0% | +48.3% | +41.8% |
| 3Y | +65.1% | +104.2% | -39.2% | +55.9% |
| 5Y | +150.2% | +2.5% | +147.7% | +137.3% |
| All | +323.4% | +0.4% | +322.9% | +299.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling