+69.1%
XLY vs RKT
-12.9%
+82.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -1.7% | -6.3% | +4.6% | -0.8% |
| 30D | -4.2% | -6.2% | +2.0% | -3.4% |
| 3M | -2.7% | -1.9% | -0.8% | -2.8% |
| 6M | -0.6% | -13.0% | +12.4% | +0.4% |
| YTD | -5.0% | -31.9% | +26.9% | -1.3% |
| 1Y | -4.1% | -37.6% | +33.5% | +0.4% |
| 3Y | +33.6% | +36.8% | -3.2% | +20.5% |
| 5Y | +28.7% | -9.7% | +38.5% | +15.3% |
| All | +69.1% | -12.9% | +82.0% | +49.7% |
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 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