+65.0%
XLF vs RKT
-11.7%
+76.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.1% |
| 7D | -2.9% | -7.2% | +4.4% | -2.0% |
| 30D | -1.6% | -7.9% | +6.3% | -0.7% |
| 3M | +9.3% | +5.2% | +4.1% | +8.0% |
| 6M | +14.6% | -14.9% | +29.5% | +15.7% |
| YTD | +4.7% | -31.9% | +36.6% | +8.2% |
| 1Y | +8.6% | -36.9% | +45.5% | +12.9% |
| 3Y | +73.9% | +35.7% | +38.1% | +51.6% |
| 5Y | +65.0% | -9.7% | +74.7% | +51.5% |
| All | +65.0% | -11.7% | +76.8% | +51.5% |
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