+120.4%
XLK vs RKT
+35.0%
+85.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +0.2% | -6.3% | +6.5% | +0.9% |
| 30D | -0.6% | -6.2% | +5.6% | 0.0% |
| 3M | +2.6% | -1.9% | +4.4% | +2.4% |
| 6M | +34.0% | -13.0% | +47.0% | +34.8% |
| YTD | +30.7% | -31.9% | +62.6% | +33.9% |
| 1Y | +39.2% | -37.6% | +76.8% | +43.2% |
| 3Y | +120.4% | +36.8% | +83.6% | +104.7% |
| All | +120.4% | +35.0% | +85.5% | +104.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling