+43.3%
XLP vs RKT
-1.5%
+44.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | -0.5% | -3.8% | +3.3% | -0.3% |
| 30D | +8.3% | +32.8% | -24.5% | +6.2% |
| 3M | +8.7% | +0.8% | +7.9% | +8.4% |
| 6M | +11.2% | -2.6% | +13.8% | +10.8% |
| YTD | +20.0% | -25.4% | +45.4% | +21.1% |
| 1Y | +21.3% | -19.1% | +40.5% | +21.6% |
| 3Y | +43.8% | +83.2% | -39.3% | +30.9% |
| 5Y | +43.3% | +0.8% | +42.5% | +31.4% |
| All | +43.3% | -1.5% | +44.8% | +31.4% |
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