+44.0%
XLP vs RKT
-7.1%
+51.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +2.5% | -9.0% | +11.5% | +3.2% |
| 30D | +7.3% | +30.2% | -22.9% | +5.3% |
| 3M | +8.1% | -8.8% | +16.9% | +8.5% |
| 6M | +10.5% | -0.9% | +11.4% | +10.0% |
| YTD | +21.2% | -29.2% | +50.4% | +22.7% |
| 1Y | +22.7% | -20.1% | +42.8% | +23.1% |
| 3Y | +44.8% | +81.3% | -36.5% | +31.6% |
| All | +44.0% | -7.1% | +51.1% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling