+20.7%
XLK vs RKT
-9.4%
+30.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.7% | -8.7% | -1.1% |
| 7D | -7.6% | +29.7% | -37.3% | -10.8% |
| 30D | -12.2% | +28.5% | -40.7% | -15.2% |
| 3M | -5.5% | +6.4% | -11.8% | -6.2% |
| 6M | +9.2% | +7.1% | +2.0% | +7.3% |
| YTD | +23.0% | -22.5% | +45.5% | +24.3% |
| 1Y | +20.7% | -10.4% | +31.2% | +18.4% |
| All | +20.7% | -9.4% | +30.1% | +18.4% |
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 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