+73.0%
XLF vs RKT
+35.1%
+38.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.2% |
| 7D | -2.9% | -7.2% | +4.4% | -2.3% |
| 30D | -1.6% | -7.9% | +6.3% | -1.0% |
| 3M | +9.3% | +5.2% | +4.1% | +8.4% |
| 6M | +14.6% | -14.9% | +29.5% | +15.3% |
| YTD | +4.7% | -31.9% | +36.6% | +7.0% |
| 1Y | +8.6% | -36.9% | +45.5% | +11.3% |
| All | +73.0% | +35.1% | +38.0% | +57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling