+68.5%
XLU vs RKT
-12.9%
+81.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.6% | -6.3% | +4.7% | -1.2% |
| 30D | -3.3% | -6.2% | +2.9% | -3.0% |
| 3M | -3.2% | -1.9% | -1.3% | -3.3% |
| 6M | -7.0% | -13.0% | +6.0% | -6.6% |
| YTD | +0.6% | -31.9% | +32.6% | +2.2% |
| 1Y | +2.4% | -37.6% | +40.0% | +4.3% |
| 3Y | +46.3% | +36.8% | +9.4% | +39.4% |
| 5Y | +44.0% | -9.7% | +53.7% | +35.8% |
| All | +68.5% | -12.9% | +81.3% | +56.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling