+69.0%
XLU vs RKT
-12.8%
+81.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.9% |
| 7D | -1.2% | -7.2% | +6.1% | -0.8% |
| 30D | -2.5% | -7.9% | +5.3% | -2.1% |
| 3M | -2.7% | +5.2% | -7.9% | -3.3% |
| 6M | -7.5% | -14.9% | +7.5% | -7.0% |
| YTD | +0.9% | -31.9% | +32.8% | +2.5% |
| 1Y | +3.3% | -36.9% | +40.2% | +5.1% |
| 3Y | +47.3% | +35.7% | +11.6% | +40.5% |
| 5Y | +44.4% | -9.7% | +54.1% | +36.2% |
| All | +69.0% | -12.8% | +81.8% | +57.4% |
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