+41.9%
XLP vs RKT
+85.3%
-43.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.4% |
| 7D | +0.7% | +17.7% | -16.9% | -0.1% |
| 30D | +10.3% | +31.6% | -21.4% | +8.7% |
| 3M | +6.5% | +13.9% | -7.4% | +5.7% |
| 6M | +8.4% | +2.8% | +5.6% | +7.8% |
| YTD | +18.2% | -22.2% | +40.4% | +18.5% |
| 1Y | +22.4% | -3.5% | +25.9% | +21.4% |
| 3Y | +41.9% | +95.3% | -53.4% | +34.8% |
| All | +41.9% | +85.3% | -43.4% | +34.8% |
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