+44.0%
XLP vs RKT
+90.6%
-46.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.9% |
| 7D | +0.1% | +10.3% | -10.2% | -0.5% |
| 30D | +8.9% | +32.3% | -23.4% | +7.4% |
| 3M | +7.5% | +10.7% | -3.2% | +6.7% |
| 6M | +9.4% | -3.2% | +12.6% | +9.1% |
| YTD | +19.3% | -21.5% | +40.8% | +19.6% |
| 1Y | +21.7% | -6.0% | +27.7% | +20.9% |
| 3Y | +44.0% | +104.2% | -60.3% | +36.9% |
| All | +44.0% | +90.6% | -46.7% | +36.9% |
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