+158.3%
XLI vs RKT
-8.7%
+167.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.3% |
| 7D | +1.0% | +6.0% | -5.0% | +0.5% |
| 30D | -5.8% | +0.7% | -6.5% | -5.9% |
| 3M | +0.7% | +11.8% | -11.1% | -0.6% |
| 6M | +3.2% | -7.6% | +10.8% | +3.2% |
| YTD | +13.0% | -28.7% | +41.7% | +15.1% |
| 1Y | +16.8% | -32.6% | +49.4% | +19.2% |
| 3Y | +72.4% | +42.1% | +30.3% | +61.4% |
| 5Y | +82.8% | -7.2% | +89.9% | +69.5% |
| All | +158.3% | -8.7% | +167.0% | +135.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling