+56.8%
XLP vs RKT
-7.0%
+63.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | -1.0% | +2.1% | -3.1% | -1.1% |
| 30D | -0.9% | +1.4% | -2.3% | -1.0% |
| 3M | +3.8% | +6.3% | -2.5% | +3.3% |
| 6M | -1.7% | -15.5% | +13.7% | -1.4% |
| YTD | +10.3% | -27.4% | +37.6% | +11.2% |
| 1Y | +7.8% | -26.6% | +34.4% | +8.5% |
| 3Y | +27.2% | +41.2% | -14.0% | +22.8% |
| 5Y | +32.5% | -6.4% | +38.9% | +26.9% |
| All | +56.8% | -7.0% | +63.9% | +48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling