+70.3%
XLP vs RKT
-2.0%
+72.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | +3.5% | +24.3% | -20.8% | +2.4% |
| 30D | +11.6% | +27.9% | -16.3% | +10.3% |
| 3M | +7.6% | +6.9% | +0.7% | +7.2% |
| 6M | +10.0% | +5.2% | +4.8% | +9.4% |
| YTD | +19.7% | -23.5% | +43.2% | +20.3% |
| 1Y | +23.5% | -9.1% | +32.5% | +23.0% |
| 3Y | +44.0% | +81.5% | -37.5% | +37.4% |
| 5Y | +42.7% | -2.0% | +44.7% | +36.2% |
| All | +70.3% | -2.0% | +72.3% | +60.6% |
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