+218.0%
XLE vs RKT
-6.6%
+224.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.3% | -0.8% |
| 7D | +2.2% | +2.1% | +0.1% | +2.1% |
| 30D | +11.8% | +1.4% | +10.3% | +11.7% |
| 3M | +9.8% | +6.3% | +3.6% | +9.2% |
| 6M | +15.6% | -15.5% | +31.0% | +16.1% |
| YTD | +45.3% | -27.4% | +72.6% | +46.9% |
| 1Y | +48.3% | -26.6% | +74.9% | +49.5% |
| 3Y | +55.4% | +41.2% | +14.2% | +42.5% |
| All | +218.0% | -6.6% | +224.6% | +213.7% |
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