+12.3%
XLI vs RKT
-9.4%
+21.7%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.7% | -9.8% | -2.1% |
| 7D | +0.6% | +29.7% | -29.2% | -2.7% |
| 30D | -0.4% | +28.5% | -28.9% | -3.6% |
| 3M | -8.8% | +6.4% | -15.2% | -9.7% |
| 6M | -0.4% | +7.1% | -7.5% | -2.3% |
| YTD | +10.1% | -22.5% | +32.6% | +10.6% |
| 1Y | +12.3% | -10.4% | +22.8% | +10.5% |
| All | +12.3% | -9.4% | +21.7% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling