+240.8%
XLK vs RKT
-11.2%
+252.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.3% |
| 7D | +2.3% | -1.0% | +3.3% | +2.4% |
| 30D | +0.8% | -2.4% | +3.2% | +1.0% |
| 3M | +4.1% | +1.9% | +2.2% | +3.4% |
| 6M | +34.8% | -13.9% | +48.6% | +36.0% |
| YTD | +30.8% | -30.6% | +61.4% | +34.7% |
| 1Y | +42.4% | -34.4% | +76.7% | +47.0% |
| 3Y | +121.8% | +38.2% | +83.6% | +101.3% |
| 5Y | +146.6% | -9.7% | +156.3% | +122.4% |
| All | +240.8% | -11.2% | +252.0% | +200.2% |
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