+155.3%
XLI vs RKT
-12.9%
+168.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | -1.7% | -6.3% | +4.6% | -1.1% |
| 30D | -7.3% | -6.2% | -1.1% | -6.8% |
| 3M | -1.3% | -1.9% | +0.5% | -1.5% |
| 6M | +2.2% | -13.0% | +15.2% | +2.8% |
| YTD | +11.7% | -31.9% | +43.6% | +14.2% |
| 1Y | +14.3% | -37.6% | +51.8% | +17.4% |
| 3Y | +70.3% | +36.8% | +33.5% | +60.0% |
| 5Y | +82.3% | -9.7% | +92.1% | +69.7% |
| All | +155.3% | -12.9% | +168.1% | +133.9% |
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 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