+22.4%
XLP vs RKT
-11.6%
+33.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.0% | +0.4% |
| 7D | +2.3% | +4.6% | -2.3% | +2.0% |
| 30D | +9.1% | +25.9% | -16.8% | +7.7% |
| 3M | +7.9% | +5.0% | +2.8% | +7.3% |
| 6M | +9.6% | -7.9% | +17.5% | +9.6% |
| YTD | +19.4% | -25.4% | +44.8% | +18.5% |
| 1Y | +22.4% | -15.4% | +37.8% | +19.6% |
| All | +22.4% | -11.6% | +33.9% | +19.6% |
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