+72.0%
XLV vs RKT
-12.8%
+84.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.4% |
| 7D | -4.4% | -7.2% | +2.9% | -4.0% |
| 30D | -1.4% | -7.9% | +6.5% | -1.0% |
| 3M | +8.9% | +5.2% | +3.7% | +8.3% |
| 6M | +9.1% | -14.9% | +24.0% | +9.6% |
| YTD | +7.9% | -31.9% | +39.8% | +9.5% |
| 1Y | +22.7% | -36.9% | +59.6% | +24.8% |
| 3Y | +31.9% | +35.7% | -3.8% | +26.2% |
| 5Y | +34.9% | -9.7% | +44.5% | +28.0% |
| All | +72.0% | -12.8% | +84.8% | +61.7% |
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