+150.6%
XLI vs RKT
-9.3%
+160.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +3.8% | -9.0% | +12.7% | +4.6% |
| 30D | +1.0% | +30.2% | -29.2% | -1.4% |
| 3M | -8.9% | -8.8% | -0.1% | -8.4% |
| 6M | -2.3% | -0.9% | -1.3% | -2.8% |
| YTD | +9.7% | -29.2% | +38.9% | +11.5% |
| 1Y | +12.3% | -20.1% | +32.4% | +13.0% |
| 3Y | +71.5% | +81.3% | -9.9% | +57.4% |
| 5Y | +70.2% | -6.6% | +76.8% | +57.6% |
| All | +150.6% | -9.3% | +160.0% | +128.4% |
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